Stress testing and financial risks
Lyes Koliai
| Year of publication: |
[2014]
|
|---|---|
| Authors: | Koliai, Lyes |
| Publisher: |
Paris : Université Paris-Dauphine, École doctorale de Dauphine, Laboratoire d'Économie de Dauphine (LEDa-SDFi) |
| Subject: | Finanzsektor | Financial sector | Systemrisiko | Systemic risk | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Bayes-Statistik | Bayesian inference | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | 1 Online-Ressource (circa 203 Seiten) Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Université Paris-Dauphine, 2014 |
| Notes: | Zusammenfassungen in französischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011438421