Rachev, Svetlozar T.
[NT 60487] Overview
| [NT 60478] Works: | 3 [NT 60520] works in 3 [NT 60521] publications in 1 [NT 60522] languages | |
|---|---|---|
[NT 60480] Titles
Operational risk : a guide to Basel II capital requirements, models, and analysis
[NT 59711] by:
Chernobai, Anna S.; Rachev, Svetlozar T.; Fabozzi, Frank J.
([NT 1579] Language materials, printed)
Advanced stochastic models, risk assessment, and portfolio optimization : The ideal risk, uncertainty, and performance measures
[NT 59711] by:
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J.
([NT 1579] Language materials, printed)
Rating based modeling of credit risk : theory and application of migration matrices
[NT 59711] by:
Trueck, Stefan; Rachev, Svetlozar T.
([NT 1579] Language materials, printed)
[NT 60479] Subjects
332.60151923
Stochastic processes.
Credit - Management - Mathematical models.
658.1550151
Risk assessment - Mathematical models.
Credit - Management.
Portfolio management - Mathematical models.
Risk management.
Operational risk - Mathematical models.
Credit ratings.
Mathematical optimization.
332.7011