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Kreditrisikomessung (English, Andreas Henking | Christian Bluhm | Ludwig Fahrmeir)

By Andreas Henking | Christian Bluhm | Ludwig FahrmeirSpringer
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About the Book

Jeder Kredit birgt f�r den Kreditgeber ein Risiko, da unsicher ist, ob der Kreditnehmer seinen Zahlungsverpflichtungen nachkommen wird. Gemessen wird dieses Kreditrisiko mit Hilfe statistischer Methoden. Vor dem Hintergrund Basel II hat die Kreditrisikomessung an Bedeutung gewonnen. Dieses Buch schlie t die L�cke zwischen statistischer Grundlagenliteratur und mathematisch anspruchsvollen Werken. Es bietet einen Einstieg in die Kreditrisikomessung…

ISBN: 9783540321453

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