The Basel II Risk Parameters [electronic resource] : Estimation, Validation, and Stress Testing / edited by Bernd Engelmann, Robert Rauhmeier.
Record details
- ISBN: 9783540330875
- Physical Description: XVI, 376p. online resource.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
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Subject: | Economics. Finance. Econometrics. Banks and banking. Economics/Management Science. Finance /Banking. Management. Quantitative Finance. Econometrics. |