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An academic response to Basel II
| Metadata Label | Value |
|---|---|
| Author(s): | Embrechts, Paul, Daníelsson, Jón, Goodhart, Charles Albert Eric, Keating, Con, Muennich, Felix, Renault, Olivier, Shin, Hyun Song |
| Publisher: | FMG |
| Citation: | Embrechts, Paul, Daníelsson, Jón, Goodhart, Charles Albert Eric, Keating, Con, Muennich, Felix, Renault, Olivier and Shin, Hyun Song. An academic response to Basel II. FMG (2001). http://dx.doi.org/10.3929/ethz-a-004259443 |
| Document Type: | Reports |
| Documents: |
Text
(164.09KB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | An academic response to Basel II |
| Author(s) |
Embrechts, Paul Daníelsson, Jón Goodhart, Charles Albert Eric Keating, Con Muennich, Felix Renault, Olivier Shin, Hyun Song |
| Publication Place | London |
| Publisher | FMG |
| Publication Date | 2001 |
| Series | Special paper / FMG no. 130 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-004259443 |
| Subject(s) | Mathematical Statistics |
| Keyword(s) |
FINANCIAL MATHEMATICS MATHEMATICAL ECONOMICS STOCHASTIC MODELS STOCHASTIC SIMULATION PROBABILITY THEORY |
| Organisational Unit | Financial and Insurance Mathematics |
| Online Publication Date | 2002 |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Text |
eth-24452-01.pdf |
application/pdf | 164.09KB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004259443 |
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E-Collection record created: Fri, 18 Apr 2008, 23:10:53 CET