Povej prijatelju o tem izdelku:
The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management Bernd Engelmann Second Edition 2011 edition
The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
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
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 18. aprila 2011 |
| ISBN13 | 9783642161131 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 426 |
| Dimenzije | 155 × 235 × 29 mm · 771 g |
| Jezik | Nemščina |
| Urednik | Engelmann, Bernd |
| Urednik | Rauhmeier, Robert |