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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management 2nd ed. 2011 edition
Bernd Engelmann
The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management 2nd ed. 2011 edition
Bernd Engelmann
The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice.
440 pages, 58 black & white illustrations, 20 colour illustrations
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 18 de abril de 2011 |
ISBN13 | 9783642161131 |
Editoras | Springer-Verlag Berlin and Heidelberg Gm |
Páginas | 426 |
Dimensões | 158 × 241 × 29 mm · 771 g |
Idioma | German |
Editor | Engelmann, Bernd |
Editor | Rauhmeier, Robert |
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