Risk management of loans with embedded options
Bernd Engelmann
| Year of publication: |
2011
|
|---|---|
| Authors: | Engelmann, Bernd |
| Published in: |
The Basel II risk parameters : estimation, validation, stress testing ; with applications to loan risk management. - Berlin : Springer, ISBN 3-642-16113-8. - 2011, p. 391-414
|
| Subject: | Risikomanagement | Risk management | Optionsgeschäft | Option trading | Kreditrisiko | Credit risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008989891