Modelling and calibration errors in measures of portfolio credit risk:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Basel
Bank for Internat. Settlements, Press & Communications
2007
|
| Series: | BIS working papers
230 |
| Physical Description: | 38 S. graph. Darst. |
Staff View
MARC
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| author | Tarashev, Nikola A. Zhu, Haibin |
| author_facet | Tarashev, Nikola A. Zhu, Haibin |
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| id | DE-604.BV026960616 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T14:56:13Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021621677 |
| oclc_num | 255733314 |
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| owner_facet | DE-188 |
| physical | 38 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Bank for Internat. Settlements, Press & Communications |
| record_format | marc |
| series2 | BIS working papers |
| spelling | Tarashev, Nikola A. Verfasser aut Modelling and calibration errors in measures of portfolio credit risk by Ilhyock Shim and Goetz von Peter Basel Bank for Internat. Settlements, Press & Communications 2007 38 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier BIS working papers 230 Zhu, Haibin Verfasser aut Bank für Internationalen Zahlungsausgleich <Basel> BIS working paper 230 (DE-604)BV005629122 230 |
| spellingShingle | Tarashev, Nikola A. Zhu, Haibin Modelling and calibration errors in measures of portfolio credit risk |
| title | Modelling and calibration errors in measures of portfolio credit risk |
| title_auth | Modelling and calibration errors in measures of portfolio credit risk |
| title_exact_search | Modelling and calibration errors in measures of portfolio credit risk |
| title_full | Modelling and calibration errors in measures of portfolio credit risk by Ilhyock Shim and Goetz von Peter |
| title_fullStr | Modelling and calibration errors in measures of portfolio credit risk by Ilhyock Shim and Goetz von Peter |
| title_full_unstemmed | Modelling and calibration errors in measures of portfolio credit risk by Ilhyock Shim and Goetz von Peter |
| title_short | Modelling and calibration errors in measures of portfolio credit risk |
| title_sort | modelling and calibration errors in measures of portfolio credit risk |
| volume_link | (DE-604)BV005629122 |
| work_keys_str_mv | AT tarashevnikolaa modellingandcalibrationerrorsinmeasuresofportfoliocreditrisk AT zhuhaibin modellingandcalibrationerrorsinmeasuresofportfoliocreditrisk |