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Credit risk valuation methods, models, and applications

by Ammann, Manuel.

Material type: Text Text Publication details: Berlin Springer 2002Availability: Items available for loan: 2 Call number: 332.7 A46C, ...

Basel II risk parameters Estimation, validation, stress testing-with applications to loan risk management

by Engelmann,Bernd.

Material type: Text Text Publication details: New York Springer-Verlag 2011Availability: Items available for loan: 1 .

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