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Pricing portfolio credit derivatives...

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Pricing portfolio credit derivatives by means of evolutionary algorithms

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Pricing portfolio credit derivatives by means of evolutionary algorithms/ by Svenja Hager.
作者:	Hager, Svenja.
出版者:	Wiesbaden :Betriebswirtschaftlicher Verlag Dr. Th. Gabler / GWV Fachverlage GmbH, Wiesbaden, : 2008.,
面頁冊數:	160 p. :ill., digital ;21 cm.
Contained By:	Springer eBooks
標題:	Economics. -
電子資源:	http://dx.doi.org/10.1007/978-3-8349-9702-9http://dx.doi.org/10.1007/978-3-8349-9702-9
ISBN:	9783834909152 (paper)

Pricing portfolio credit derivatives by means of evolutionary algorithms
Hager, Svenja.

Pricing portfolio credit derivatives by means of evolutionary algorithms[electronic resource] /by Svenja Hager. - Wiesbaden :Betriebswirtschaftlicher Verlag Dr. Th. Gabler / GWV Fachverlage GmbH, Wiesbaden,2008. - 160 p. :ill., digital ;21 cm.

ISBN: 9783834909152 (paper)Subjects--Topical Terms:

517137
Economics.

Dewey Class. No.: 330.122

Pricing portfolio credit derivatives by means of evolutionary algorithms
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