Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
WIAS
2003
|
| Schriftenreihe: | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V.
817 |
| Beschreibung: | 30 S. graph. Darst. : 30 cm |
Internformat
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| 245 | 1 | 0 | |a Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk |c Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
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| 490 | 1 | |a Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |v 817 | |
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Datensatz im Suchindex
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| author | Reiß, Oliver |
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| discipline | Mathematik |
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| id | DE-604.BV017325059 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:16:38Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010442363 |
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| physical | 30 S. graph. Darst. : 30 cm |
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| series2 | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| spelling | Reiß, Oliver Verfasser aut Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Berlin WIAS 2003 30 S. graph. Darst. : 30 cm txt rdacontent n rdamedia nc rdacarrier Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. 817 Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Preprint 817 (DE-604)BV009885922 817 |
| spellingShingle | Reiß, Oliver Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk |
| title | Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk |
| title_auth | Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk |
| title_exact_search | Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk |
| title_full | Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_fullStr | Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_full_unstemmed | Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk Oliver Reiß. Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_short | Fourier inversion algorithms for generalized CreditRisk+ models and an extension to incorporate market risk |
| title_sort | fourier inversion algorithms for generalized creditrisk models and an extension to incorporate market risk |
| volume_link | (DE-604)BV009885922 |
| work_keys_str_mv | AT reißoliver fourierinversionalgorithmsforgeneralizedcreditriskmodelsandanextensiontoincorporatemarketrisk |