Econometrics and risk management

Author(s)

• Fouque, Jean-Pierre
• Fomby, Thomas B.
• Solna, Knut

Bibliographic Information

Econometrics and risk management

edited by Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna

（Advances in econometrics : a research annual / editors, R.L. Basmann, George F. Rhodes, Jr, v. 22）

Emerald, JAI, 2008

Note

Includes bibliographical references

Details

• NCID: BA88523845
• ISBN:
  • 9781848551961
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Bingley, U.K.
• Pages/Volumes: x, 291 p.
• Size: 24 cm
• Classification:
  • DC22 : 330.015195
• Subject Headings:
  • LCSH : Credit -- Mathematical models
  • LCSH : Credit derivatives -- Mathematical models
  • LCSH : Econometrics
  • LCSH : Risk management -- Mathematical models
• Parent Bibliography ID:
  • BA0682298X