The Basel II Risk Parameters [electronic resource] : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management / edited by Bernd Engelmann, Robert Rauhmeier.
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- ISBN: 9783642161148
- Physical Description: XIV, 426p. digital.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
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Subject: | Economics. Finance. Econometrics. Industrial management. Economics/Management Science. Finance/Investment/Banking. Management/Business for Professionals. Quantitative Finance. Econometrics. |