Correlated default and parameter risk
von Diplom-Ökonom Martin Schmelzle
| Year of publication: |
2018
|
|---|---|
| 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 | Kreditrisiko | Credit risk | Hedging | Theorie | Theory | Risikomanagement | Risk management | Korrelation | Correlation | Risikomaß | Risk measure | Derivat | Derivative | Portfolio-Management | Portfolio selection | Risiko | Risk | Kreditderivat | Credit derivative | Insolvenz | Insolvency | Kreditmarkt |
| Extent: | 1 Online-Ressource (xviii, 104 Seiten, 1941 KB) |
|---|---|
| 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 |
Persistent link: https://www.econbiz.de/10012167010