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Conditional value-at-risk optimization for credit risk using asset value models

Heidrich, Matthias (2012):
Conditional value-at-risk optimization for credit risk using asset value models.
München, Verl. Dr. Hut, TU Darmstadt, ISBN 978-3-8439-0330-1,
[Ph.D. Thesis]

Item Type: Ph.D. Thesis
Erschienen: 2012
Creators: Heidrich, Matthias
Title: Conditional value-at-risk optimization for credit risk using asset value models
Language: English
Place of Publication: München
Publisher: Verl. Dr. Hut
ISBN: 978-3-8439-0330-1
Divisions: 04 Department of Mathematics
Date Deposited: 05 Apr 2012 08:12
Additional Information:

Zugl.: Darmstadt, Techn. Univ., Diss., 2011

Referees: Ulbrich, Prof. Dr. Stefan
Refereed / Verteidigung / mdl. Prüfung: 2011
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