Credit-Value-at-Risk unter besonderer Berücksichtigung des Zusammenhangs von Markt- und Kreditrisiken
Year of publication: |
2000
|
---|---|
Authors: | Entrop, Oliver |
Subject: | Kreditrisiko | Credit risk | Kredit | Credit | Derivat | Derivative | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
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