Integration von Spreadrisiken in die CVaR-Messung : CVaR-Modelle der nächsten Generation
Year of publication: |
2009
|
---|---|
Authors: | Lesko, Michael ; Beck, Andreas ; Feix, Martin ; Stückler, Ralf |
Published in: |
Risiko-Manager. - Köln : Bank-Verl. Medien, ISSN 1861-9363, ZDB-ID 2217634-2. - 2009, 19 (17.9.), p. 1,6-13
|
Subject: | Kreditgeschäft | Bank lending | Kreditrisiko | Credit risk | VAR-Modell | VAR model |
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