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dc.contributor.author
Wendin, Jonathan Erik Purvis
dc.contributor.supervisor
Bühlmann, Peter Lukas
dc.contributor.supervisor
McNeil, Alexander J.
dc.contributor.supervisor
Schönbucher, Philipp J.
dc.date.accessioned
2017-06-13T05:23:07Z
dc.date.available
2017-06-13T05:23:07Z
dc.date.issued
2006
dc.identifier.uri
http://hdl.handle.net/20.500.11850/149259
dc.identifier.doi
10.3929/ethz-a-005182512
dc.language.iso
en
dc.publisher
ETH
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
RISIKOMANAGEMENT (BETRIEBSWIRTSCHAFT)
dc.subject
KREDITRISIKO (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
BAYESSCHE THEORIE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
RISK MANAGEMENT (BUSINESS ECONOMICS)
dc.subject
CREDIT RISK (PROBABILITY THEORY)
dc.subject
BAYESIAN THEORY (PROBABILITY THEORY)
dc.title
Bayesian methods in portfolio credit risk management
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
170 S.
ethz.code.ddc
3 - Social sciences::330 - Economics
ethz.code.ddc
5 - Science::510 - Mathematics
ethz.notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 16481, 2006.
ethz.identifier.diss
16481
ethz.identifier.nebis
005182512
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
03590 - McNeil, Alexander
ethz.date.deposited
2017-06-13T05:24:56Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a9a8f51e43737
ethz.ecolpid
eth:28662
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-15T14:37:14Z
ethz.rosetta.lastUpdated
2018-11-04T13:19:40Z
ethz.rosetta.versionExported
true
ethz.COinS
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