Integrated Market and Credit Portfolio Models (Paperback, 2008 ed.)
Peter GrundkeDue to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss distribution that comprises various risk types are analyzed.
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Product Description
Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss distribution that comprises various risk types are analyzed.
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Product Details
General
Imprint | GWV Fachverlage GmbH |
Country of origin | Germany |
Series | Neue Betriebswirtschaftliche Forschung (NBF), 361 |
Release date | March 2008 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2008 |
Authors | Peter Grundke |
Foreword by | Thomas Hartmann-Wendels |
Dimensions | 210 x 148mm (L x W) |
Format | Paperback |
Pages | 188 |
Edition | 2008 ed. |
ISBN-13 | 978-3-8349-0875-9 |
Barcode | 9783834908759 |
Languages | value |
Subtitles | value |
Categories | |
LSN | 3-8349-0875-4 |
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