Deriving the term structure of banking crisis risk with a compound option approach
Stefan Eichler, Alexander Karmann and Dominik Maltritz
| Year of publication: |
2010
|
|---|---|
| Authors: | Eichler, Stefan ; Karmann, Alexander ; Maltritz, Dominik |
| Published in: | |
| Publisher: |
Kiel : ZBW |
| Subject: | Bankenkrise | Banking crisis | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Schätzung | Estimation | Bankinsolvenz | Bank failure | Derivat | Derivative |
| Extent: | Online-Ressource (36 S., 242 KB) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Entstanden im Rahmen des Forschungsprojekts "Kasachstan - Methoden der Risiko-Prognose in einer ressourcenreichen Transformationsökonomie" Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/37189 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008907374