Stable modeling of market and credit value at risk
Svetlozar T. Rachev; Eduardo S. Schwartz
| Year of publication: |
2003
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|---|---|
| Authors: | Račev, Svetlozar T. ; Schwartz, Eduardo S. ; Khindanova, Irina |
| Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 249-328
|
| Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
| 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/10001882089