Hedging structured credit products during the credit crisis : a horse race of 10 models
Year of publication: |
2013
|
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Authors: | Ascheberg, Marius ; Bick, Björn ; Kraft, Holger |
Published in: | |
Subject: | Kreditderivat | Credit derivative | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Hedging | Statistischer Test | Statistical test | Schätzung | Estimation | Finanzkrise | Financial crisis | USA | United States | 2008 |
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