The Resource Modelling and calibration errors in measures of portfolio credit risk, by Nikola Tarashev and Haibin Zhu, (electronic resource)

Modelling and calibration errors in measures of portfolio credit risk, by Nikola Tarashev and Haibin Zhu, (electronic resource)

Label
Modelling and calibration errors in measures of portfolio credit risk
Title
Modelling and calibration errors in measures of portfolio credit risk
Statement of responsibility
by Nikola Tarashev and Haibin Zhu
Creator
Contributor
Author
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorDate
1973-
http://library.link/vocab/creatorName
Tarashev, Nikola A.
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Zhu, Haibin
  • Bank for International Settlements
Series statement
BIS working papers
Series volume
230
http://library.link/vocab/subjectName
  • Portfolio management
  • Credit
  • Risk
Label
Modelling and calibration errors in measures of portfolio credit risk, by Nikola Tarashev and Haibin Zhu, (electronic resource)
Instantiates
Publication
Note
"June 2007."
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Control code
FIEb13863939
Dimensions
30 cm.
Extent
  • 38 pages
  • 1 online resource.
Media category
computer
Media MARC source
rdamedia.
Media type code
c
Other physical details
illustrations
Specific material designation
remote
System control number
(OCoLC)891552232
Label
Modelling and calibration errors in measures of portfolio credit risk, by Nikola Tarashev and Haibin Zhu, (electronic resource)
Publication
Note
"June 2007."
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Control code
FIEb13863939
Dimensions
30 cm.
Extent
  • 38 pages
  • 1 online resource.
Media category
computer
Media MARC source
rdamedia.
Media type code
c
Other physical details
illustrations
Specific material designation
remote
System control number
(OCoLC)891552232

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