Deutscher Universitatsverlag
Robuste Ratingverfahren (English, Andreas Oelerich | Prof Dr Thorsten Poddig)
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Product Description
About the Book
Andreas Oelerich untersucht die Qualität statistischer Ratingverfahren. Er diskutiert den Ratingbegriff und zeigt Anwendungsgebiete in der Finanzwirtschaft sowie mathematisch-statistische Ratingverfahren auf. Anschlie end stellt er ein Assessment-Center vor, das die Evaluierung verschiedener quantitativer Ratingverfahren zulässt. Simulationsstudien zeigen, dass Resamplingverfahren den Prognoseprozess optimieren können.
ISBN: 9783824483044
Book Specifications
| ISBN-13 | 9783824483044 |
| ISBN-10 | 3824483041 |
| Publisher | Deutscher Universitatsverlag |
| Category | Deutscher Universitatsverlag |
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