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Kreditrisikomessung

Kreditrisikomessung

Andreas Henking / Christian Bluhm / Ludwig Fahrmeir

107,78 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2006
Materia
Probabilidad y estadística
ISBN:
9783540321453
107,78 €
IVA incluido
Disponible

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Sobre IBD

Jeder Kredit birgt für den Kreditgeber ein Risiko, da unsicher ist, ob Kreditnehmer ihren Zahlungsverpflichtungen nachkommen. Kreditrisiken werden mit Hilfe statistischer Methoden und mathematischer Modelle gemessen. Nicht zuletzt vor dem Hintergrund Basel II hat die quantitative Kreditrisikomessung in den letzten Jahren enorm an Bedeutung gewonnen. Mit zahlreichen praxisnahen Beispielen, der ideale Einstieg für Praktiker und Quereinsteiger.

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