Scenario optimisation of credit risky portfolios
Jürgen Bohrmann
| Year of publication: |
2007
|
|---|---|
| Authors: | Bohrmann, Jürgen Thomas ; Bohrmann, Jürgen |
| Publisher: |
Ulm : Inst. f. Finanz- u. Aktuarwiss. |
| Subject: | Bank | Kreditrisiko | Credit risk | Messung | Measurement | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Vergleich | Comparison | Deutschland | Germany | USA | United States | Portfoliomanagement |
| Extent: | V, 103 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Zugl.: Ulm, Univ., Diplomarbeit, 2005 |
| ISBN: | 978-3-931289-77-5 ; 3-931289-77-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003480505