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信用VaRの債務者別分解とパラメータ感応度 : 条件付鞍点法によるVaR解析表現法の応用 (IMES discussion paper series 2007-J-22)

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信用VaRの債務者別分解とパラメータ感応度 : 条件付鞍点法によるVaR解析表現法の応用(IMES discussion paper series 2007-J-22)

Persistent ID (NDL)
info:ndljp/pid/12152675
Material type
電子書籍・電子雑誌
Author
菊地健太郎ほか
Publisher
日本銀行
Publication date
2007-09
Material Format
Digital
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Digital

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
Publication, Distribution, etc.
Publication Date
2007-09
Publication Date (W3CDTF)
2007-09
Text Language Code
jpn
Persistent ID (NDL)
info:ndljp/pid/12152675