Integrated Market and Credit Portfolio Models

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Integrated Market and Credit Portfolio Models: Risk Measurement and Computational Aspects
Gabler | 2008 | ISBN: 3834908754 | Pages: 188 | PDF | 2.72 MB


Due to their business activities, banks are exposed to many different risk types. Aggregating various risk exposures to a comprehensive risk posistion is an important but up-to-date not satisfactorily solved task. This shortfall goes back to conceptual problems of constructing an appropriate risk model and to the computational burden of determining a loss distribution that comprises all relevant

本帖隐藏的内容

Integrated Market and Credit Portfolio Models, Risk Measurement and Computationa.pdf (3 MB, 需要: 8 个论坛币)

2014-7-11 11:10:16 上传

需要: 8 个论坛币  [购买]

或免费下载地址获取：
http://k2s.cc/file/56e115e625865

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：Integrated integrate Portfolio Portfoli Credit conceptual activities different important business

问题是啥都没搞清楚

xiexie fenxiang

very good

下载看看

下载看看

Integrated Market and Credit Portfolio Models [修改]

111111111111111111111111111111