Integrated Market and Credit Portfolio Models is popular PDF and ePub book, written by Peter Grundke in 2008-08-15, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Integrated Market and Credit Portfolio Models can be Read Online from any device for your convenience.

Integrated Market and Credit Portfolio Models Book PDF Summary

Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss distribution that comprises various risk types are analyzed.

Detail Book of Integrated Market and Credit Portfolio Models PDF

Integrated Market and Credit Portfolio Models
  • Author : Peter Grundke
  • Release : 15 August 2008
  • Publisher : Springer Science & Business Media
  • ISBN : 9783834996893
  • Genre : Business & Economics
  • Total Page : 188 pages
  • Language : English
  • PDF File Size : 15,7 Mb

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