The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

The Basel II Risk Parameters: Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

by Bernd Engelmann (Editor), Bernd Engelmann (Editor), Robert Rauhmeier (Editor)

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Format: Paperback
Pages: 440
Edition: 2nd ed. 2011
Publisher: Springer
Published: 11 Oct 2014

ISBN 10: 3642442358
ISBN 13: 9783642442353