Autokorrelationen in der historischen Simulation : Analyse der autokorrelationsarmen Abbildung von Zinsänderungsrisiken
Noel Boka ; mit einem Geleitwort von Prof. Dr. Reuse
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Boka, Noel |
| Other Persons: | Reuse, Svend (foreword) |
| Institutions: | Springer Fachmedien Wiesbaden (publisher) |
| Publisher: |
Wiesbaden, Germany : Springer Gabler |
| Subject: | Zinsrisiko | Interest rate risk | Prognoseverfahren | Forecasting model | Dynamische Investitionsrechnung | Dynamic investment appraisal | Autokorrelation | Autocorrelation | Simulation | Theorie | Theory | Schätzung | Estimation | Zinsstruktur | Yield curve | Welt | World |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | XVII, 113 Seiten Illustrationen 21 cm x 14.8 cm, 182 g |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | German |
| Thesis: | Masterarbeit, Hochschule für Oekonomie und Management Essen, 2017 |
| ISBN: | 3-658-21107-5 ; 978-3-658-21107-3 ; 978-3-658-21108-0 |
| Other identifiers: | 10.1007/978-3-658-21108-0 [DOI] |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011806101