The Basel II Risk Parameters Estimation, Validation, and Stress Testing
Main Author: | Engelmann, Bernd |
---|---|
Other Authors: | Rauhmeier, Robert |
Format: | Electronic Kit Book |
Language: | English |
Published: |
Berlin, Heidelberg
Springer Berlin Β· Heidelberg
2006
|
Subjects: | |
Online Access: | http://dx.doi.org/10.1007/3-540-33087-9 |
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