Portfolio credit risk modelling with heavy tailed risk factors:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
2006
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| Schlagworte: | |
| Beschreibung: | München, Techn. Univ., Diss., 2006 |
| Beschreibung: | VI, 136 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author_sort | Kostadinov, Krassimir Kolev 1978- |
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| bvnumber | BV021557982 |
| classification_tum | WIR 160d MAT 629d |
| ctrlnum | (OCoLC)162382359 (DE-599)BVBBV021557982 |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV021557982 |
| illustrated | Illustrated |
| index_date | 2024-07-02T14:33:43Z |
| indexdate | 2024-07-09T20:38:35Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014773969 |
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| physical | VI, 136 S. graph. Darst. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
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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 VI, 136 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier München, Techn. Univ., Diss., 2006 Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Value at Risk (DE-588)4519495-6 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 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 |
| spellingShingle | Kostadinov, Krassimir Kolev 1978- Portfolio credit risk modelling with heavy tailed risk factors Portfolio Selection (DE-588)4046834-3 gnd Risikomanagement (DE-588)4121590-4 gnd Value at Risk (DE-588)4519495-6 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4121590-4 (DE-588)4519495-6 (DE-588)4240945-7 (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 | Portfolio Selection (DE-588)4046834-3 gnd Risikomanagement (DE-588)4121590-4 gnd Value at Risk (DE-588)4519495-6 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| topic_facet | Portfolio Selection Risikomanagement Value at Risk Monte-Carlo-Simulation Hochschulschrift |
| work_keys_str_mv | AT kostadinovkrassimirkolev portfoliocreditriskmodellingwithheavytailedriskfactors |