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Results of search for 'an:13890'
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Authors
Kalkbrener, Michael
(2)
Kennedy, Anna
(1)
Popp, Monika
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Willing, Jan
(1)
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Crédito
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Método de Montecarlo
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Portafolio de inversiones
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Riesgo (Economía)
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Riesgo crediticio
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Seguros de depósitos bancarios
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Risk management of non-maturing liabilities /
Michael Kalkbrener and Jan Willing.
by
Willing, Jan
Kalkbrener, Michael
Material type:
Article
Language:
English
In:
Journal of Banking and Finance Elsevier B.V
Vol. 28, No. 7 (July 2004). , p. 1547-1568.
Availability:
Vol. 28, No. 7 (July 2004). , p. 1547-1568. (1)
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No cover image available
Efficient calculation of expected shortfall contributions in large credit portfolis /
Michael Kalkbrener, Anna Kennedy and Monika Popp.
by
Kennedy, Anna
Popp, Monika
Kalkbrener, Michael
Material type:
Article
Language:
English
In:
The Journal of Computational Finance Incisive Media
Vol. 11, No. 2 (Winter 2007/08). , p. 45-77.
Availability:
Vol. 11, No. 2 (Winter 2007/08). , p. 45-77. (1)
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