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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) |
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 |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=005182512 |
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E-Collection record created: Sat, 19 Apr 2008, 03:57:58 CET