Integrated Market and Credit Portfolio Models Risk Measurement and Computational Aspects /

Due to their business activities, banks are exposed to many different risk types. Aggregating various risk exposures to a comprehensive risk position is an important but up-to-date not satisfactorily solved task. This shortfall goes back to conceptual problems of constructing an appropriate risk mod...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Principais autores: Grundke, Peter., SpringerLink (Online service)
Formato: Digital
Publicado em:
Assuntos:
Endereço do item:http://dx.doi.org/10.1007/978-3-8349-9689-3
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!