An integrated system for market risk, credit risk and portfolio: optimization based on heavy-tailed models and downside risk measures
Saved in:
| Main Author: | |
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | https://nbn-resolving.org/urn:nbn:de:bvb:19-123750 kostenfrei http://d-nb.info/1009607707/34 |
| Physical Description: | 155 S. Ill., graph. Darst. |
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| spelling | Racheva-Iotova, Borjana 1976- Verfasser (DE-588)143224883 aut An integrated system for market risk, credit risk and portfolio optimization based on heavy-tailed models and downside risk measures Borjana Racheva-Iotova 2010 155 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier München, Univ., Diss., 2010 (DE-588)4113937-9 Hochschulschrift gnd-content Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:19-123750 https://nbn-resolving.org/urn:nbn:de:bvb:19-123750 Resolving-System PDF http://edoc.ub.uni-muenchen.de/12375/ Verlag kostenfrei http://d-nb.info/1009607707/34 Langzeitarchivierung Nationalbibliothek |
| spellingShingle | Racheva-Iotova, Borjana 1976- An integrated system for market risk, credit risk and portfolio optimization based on heavy-tailed models and downside risk measures |
| subject_GND | (DE-588)4113937-9 |
| title | An integrated system for market risk, credit risk and portfolio optimization based on heavy-tailed models and downside risk measures |
| title_auth | An integrated system for market risk, credit risk and portfolio optimization based on heavy-tailed models and downside risk measures |
| title_exact_search | An integrated system for market risk, credit risk and portfolio optimization based on heavy-tailed models and downside risk measures |
| title_full | An integrated system for market risk, credit risk and portfolio optimization based on heavy-tailed models and downside risk measures Borjana Racheva-Iotova |
| title_fullStr | An integrated system for market risk, credit risk and portfolio optimization based on heavy-tailed models and downside risk measures Borjana Racheva-Iotova |
| title_full_unstemmed | An integrated system for market risk, credit risk and portfolio optimization based on heavy-tailed models and downside risk measures Borjana Racheva-Iotova |
| title_short | An integrated system for market risk, credit risk and portfolio |
| title_sort | an integrated system for market risk credit risk and portfolio optimization based on heavy tailed models and downside risk measures |
| title_sub | optimization based on heavy-tailed models and downside risk measures |
| topic_facet | Hochschulschrift |
| url | https://nbn-resolving.org/urn:nbn:de:bvb:19-123750 http://edoc.ub.uni-muenchen.de/12375/ http://d-nb.info/1009607707/34 |
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