The Basel II Risk Parameters Estimation, Validation, and Stress Testing /
The Basel II Risk Parameters Estimation, Validation, and Stress Testing / [electronic resource] :
edited by Bernd Engelmann, Robert Rauhmeier.
- Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006.
- xv, 376 pages : illustration, digital ; 24 cm.
9783540330875 (electronic bk.)
Credit--Mathematical models.
Risk--Mathematical models.
Credit ratings--Mathematical models.
Economics/Management Science.
Econometrics.
Quantitative Finance.
Finance/Banking.
Management.
HG3701 / .B27 2006
332.7015195
9783540330875 (electronic bk.)
Credit--Mathematical models.
Risk--Mathematical models.
Credit ratings--Mathematical models.
Economics/Management Science.
Econometrics.
Quantitative Finance.
Finance/Banking.
Management.
HG3701 / .B27 2006
332.7015195
