Incorporating prediction and estimation risk in point-in-time credit portfolio models

Beschreibung

Autor*in

Alfred Hamerle

Themen in »Incorporating prediction and estimation risk in point-in-time credit portfolio models«

Kreditportfoliomodell Kreditriskio Risikomanagement Value at risk

Stimmen zu »Incorporating prediction and estimation risk in point-in-time credit portfolio models«

Details

Link teilen