与信ポートフォリオVaRの解析的な評価法 : 条件付鞍点法による近似計算の理論と数値検証 (IMES discussion paper series 2007-J-16)
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国立国会図書館デジタルコレクション
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- Material Type
- 電子書籍・電子雑誌
- Author/Editor
- 菊地健太郎日本銀行金融研究所
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- Publication Date
- 2007-06
- Publication Date (W3CDTF)
- 2007-06
- Text Language Code
- jpn
- Persistent ID (NDL)
- info:ndljp/pid/12152669
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