The crash-NIG copula model : risk measurement and management of credit portfolios
Anna Schlösser; Rudi Zagst
| Year of publication: |
2011
|
|---|---|
| Authors: | Schlösser, Anna ; Zagst, Rudi |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 4.2010/11, 4, p. 392-418
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Derivat | Derivative | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009507706