Integrated market and credit portfolio models : risk measurement and computational aspects

Author(s)

    • Grundke, Peter
    • Hartmann-Wendels, Thomas

Bibliographic Information

Integrated market and credit portfolio models : risk measurement and computational aspects

Peter Grundke ; with a foreword by Thomas Hartmann-Wendels

(Neue betriebswirtschaftliche Forschung, 361)(Gabler Edition Wissenschaft)

Gabler, 2008

1st ed

Available at  / 1 libraries

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Note

Originally presented as the author's thesis (Habilitationsschrift)--Universität zu Köln, 2006

Bibliography: p. [167]-188

Related Books: 1-2 of 2

Details

  • NCID
    BA91665666
  • ISBN
    • 9783834908759
  • Country Code
    gw
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Wiesbaden
  • Pages/Volumes
    xxiv, 188 p.
  • Size
    21 cm
  • Subject Headings
  • Parent Bibliography ID
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