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Autokorrelationen in der historischen Simulation: Analyse der autokorrelationsarmen Abbildung von Zinsanderungsrisiken - Business, Economics, and Law Noel Boka 1. Aufl. 2018 edition
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Autokorrelationen in der historischen Simulation: Analyse der autokorrelationsarmen Abbildung von Zinsanderungsrisiken - Business, Economics, and Law
Noel Boka
Ausgehend von der Definition und Vorstellung barwertiger Konzepte der Zinsrisikomessung führt Noel Boka durch die Problematik von Autokorrelationen in der historischen Simulation.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 13, 2018 |
| ISBN13 | 9783658211073 |
| Publishers | Springer Fachmedien Wiesbaden |
| Pages | 113 |
| Dimensions | 150 × 220 × 10 mm · 167 g |
| Language | German |
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