Monte-Carlo-Methoden für das Risikomanagement und Treasury
Year of publication: |
2008
|
---|---|
Authors: | Kienitz, Jörg ; Küpker, Horst |
Published in: |
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken. - Wiesbaden : Gabler, ISBN 3-8349-0512-7. - 2008, p. 535-565
|
Subject: | Bank | Risikomanagement | Risk management | Monte-Carlo-Simulation | Monte Carlo simulation | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Deutschland | Germany |
-
Portfolio risk forecasting - on the predictive power of multivariate dynamic copula models
Aepli, Matthias Daniel, (2015)
-
Tail dependence in financial markets : a dynamic copula approach
Cortese, Federico Pasquale, (2019)
-
Estimation of risk contributions with MCMC
Koike, Takaaki, (2019)
- More ...
-
Performancemessung und Benchmarking in der Treasury
Küpker, Horst, (2002)
-
Küpker, Horst, (1999)
-
Financial modelling : theory, implementation and practice (with Matlab source)
Kienitz, Jörg, (2012)
- More ...