Essays on collateralized debt obligations and credit default swaps : dynamic correlation modeling, measuring systematic risk, and cross-sectional pricing of common risks
von Sebastian Löhr
| Year of publication: |
2013
|
|---|---|
| Authors: | Löhr, Sebastian |
| Subject: | Systematic risk | Collateralized Debt Obligation | Credit Default Swap | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Systemrisiko | Systemic risk | Sensitivitätsanalyse | Sensitivity analysis | Theorie | Theory | Kreditmarkt | Risikoanalyse | Ausfallrisiko |
| Description of contents: |
Systematic risk, collateralized debt obligation, credit default swap, systematisches Risiko
Description [edocs.tib.eu]
|
| Extent: | Online-Ressource (224 S., 4830 KB) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Hannover, Univ., Diss., 2013 |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010189979