Systemic risk measures : DistVaR and other "too big to fail" risk measures
Jared Klyman
| Year of publication: |
April 2011
|
|---|---|
| Authors: | Klyman, Jared |
| Publisher: |
Princeton |
| Subject: | Systemrisiko | Systemic risk | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Welt | World | Risikomanagement | Risk management | Großbank | Large bank | Bankinsolvenz | Bank failure |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | viii, 109 Seiten Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Princeton University, 2011 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011949717