Holdings: Portfolio credit risk modelling with heavy tailed risk factors

Portfolio credit risk modelling with heavy tailed risk factors:

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Bibliographic Details
Main Author:	Kostadinov, Krassimir Kolev 1978- (Author)
Format:	Electronic eBook
Language:	English
Published:	2006
Subjects:	Monte-Carlo-Simulation Value at Risk Risikomanagement Portfolio Selection Hochschulschrift
Online Access:	kostenfrei https://nbn-resolving.org/urn:nbn:de:bvb:91-diss20060323-0818217649
Item Description:	München, Techn. Univ., Diss., 2006
Physical Description:	1 Online-Ressource

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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

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