Portfolio credit risk modelling with heavy tailed risk factors:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
2006
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| Schlagworte: | |
| Online-Zugang: | kostenfrei https://nbn-resolving.org/urn:nbn:de:bvb:91-diss20060323-0818217649 |
| Beschreibung: | München, Techn. Univ., Diss., 2006 |
| Beschreibung: | 1 Online-Ressource |
Internformat
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Datensatz im Suchindex
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| author | Kostadinov, Krassimir Kolev 1978- |
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| dewey-full | 332.70151 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.70151 |
| dewey-search | 332.70151 |
| dewey-sort | 3332.70151 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| indexdate | 2024-07-09T20:37:59Z |
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| spelling | Kostadinov, Krassimir Kolev 1978- Verfasser (DE-588)131586556 aut Portfolio credit risk modelling with heavy tailed risk factors Krassimir Kolev Kostadinov Portfolio credit risk modelling with heavy-tailed risk factors 2006 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier München, Techn. Univ., Diss., 2006 Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Value at Risk (DE-588)4519495-6 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Portfolio Selection (DE-588)4046834-3 s Risikomanagement (DE-588)4121590-4 s Value at Risk (DE-588)4519495-6 s Monte-Carlo-Simulation (DE-588)4240945-7 s DE-604 ca. 1,0 MB http://mediatum.ub.tum.de/mediatum/servlets/MCRFileNodeServlet/mediaTUM_derivate_000000000002753/Kostadinov_Krassimir.pdf?hosts=local Verlag kostenfrei https://nbn-resolving.org/urn:nbn:de:bvb:91-diss20060323-0818217649 Resolving-System |
| spellingShingle | Kostadinov, Krassimir Kolev 1978- Portfolio credit risk modelling with heavy tailed risk factors Monte-Carlo-Simulation (DE-588)4240945-7 gnd Value at Risk (DE-588)4519495-6 gnd Risikomanagement (DE-588)4121590-4 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| subject_GND | (DE-588)4240945-7 (DE-588)4519495-6 (DE-588)4121590-4 (DE-588)4046834-3 (DE-588)4113937-9 |
| title | Portfolio credit risk modelling with heavy tailed risk factors |
| title_alt | Portfolio credit risk modelling with heavy-tailed risk factors |
| title_auth | Portfolio credit risk modelling with heavy tailed risk factors |
| title_exact_search | Portfolio credit risk modelling with heavy tailed risk factors |
| title_exact_search_txtP | Portfolio credit risk modelling with heavy tailed risk factors |
| title_full | Portfolio credit risk modelling with heavy tailed risk factors Krassimir Kolev Kostadinov |
| title_fullStr | Portfolio credit risk modelling with heavy tailed risk factors Krassimir Kolev Kostadinov |
| title_full_unstemmed | Portfolio credit risk modelling with heavy tailed risk factors Krassimir Kolev Kostadinov |
| title_short | Portfolio credit risk modelling with heavy tailed risk factors |
| title_sort | portfolio credit risk modelling with heavy tailed risk factors |
| topic | Monte-Carlo-Simulation (DE-588)4240945-7 gnd Value at Risk (DE-588)4519495-6 gnd Risikomanagement (DE-588)4121590-4 gnd Portfolio Selection (DE-588)4046834-3 gnd |
| topic_facet | Monte-Carlo-Simulation Value at Risk Risikomanagement Portfolio Selection Hochschulschrift |
| url | http://mediatum.ub.tum.de/mediatum/servlets/MCRFileNodeServlet/mediaTUM_derivate_000000000002753/Kostadinov_Krassimir.pdf?hosts=local https://nbn-resolving.org/urn:nbn:de:bvb:91-diss20060323-0818217649 |
| work_keys_str_mv | AT kostadinovkrassimirkolev portfoliocreditriskmodellingwithheavytailedriskfactors |