Correlated default and parameter risk
Year of publication: |
2018
|
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Authors: | Schmelzle, Martin |
Other Persons: | Dierkes, Maik (degree supervisor) ; Rösch, Daniel (degree supervisor) |
Institutions: | Gottfried Wilhelm Leibniz Universität Hannover (degree granting) |
Publisher: |
Hannover : Gottfried Wilhelm Leibniz Universität Hannover |
Subject: | stress event intensities | model-free moments of default loss distributions | hedging parameter risk | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Hedging | Theorie | Theory | Insolvenz | Insolvency | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Kreditderivat | Credit derivative | Kreditmarkt |
Extent: | 1 Online-Ressource (xviii, 104 Seiten, 1941 KB) |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2018 |
Other identifiers: | 10.15488/3942 [DOI] |
Classification: | Geld, Inflation, Kapitalmarkt |
Source: | ECONIS - Online Catalogue of the ZBW |
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