Bayesian methods in portfolio credit risk management

Metadata Label Value
Author(s): Wendin, Jonathan Erik Purvis
Publisher: ETH
Citation:

Wendin, Jonathan Erik Purvis. Bayesian methods in portfolio credit risk management. ETH (2006). http://dx.doi.org/10.3929/ethz-a-005182512

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (102.76KB), Fulltext (7.40MB)
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Detailed Information

Metadata Description
Title Bayesian methods in portfolio credit risk management
Author(s) Wendin, Jonathan Erik Purvis
Publication Place Zürich
Publisher ETH
Publication Date 2006
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 16481, 2006
Language English
DOI http://dx.doi.org/10.3929/ethz-a-005182512
Subject(s) National Economy, Business Economics
Mathematics, General
Keyword(s) RISK MANAGEMENT
EMERGENCY MANAGEMENT
BUSINESS MANAGEMENT
CREDIT RISK
PROBABILITY THEORY
BAYESIAN THEORY
Description File Name MIME Type Size
Abstract   eth-28662-01.pdf application/pdf 102.76KB
Fulltext   eth-28662-02.pdf application/pdf 7.40MB
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E-Collection record created: Sat, 19 Apr 2008, 03:57:58 CET