Allocation of Economic Capital in Banking: A Simulation Approach
- Publication Type
- Book chapter
- Authors
- Hans-Peter Burghof, Jan Müller
- Year of publication
- 2009
- Published in
- VaR Modelling Handbook
- Editor
- Greg N. Gregoriou
- Pubisher
- McGraw-Hill , NY
- Series/labeling
- 1. Auflage