Integration von Spreadrisiken in die CVaR-Messung : CVaR-Modelle der nächsten Generation
Michael Lesko; Andreas Beck; Martin Feix; Ralf Stückler
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003880764