Pricing credit linked financial instruments : theory and empirical evidence
Bernd Schmid
| Year of publication: |
2002
|
|---|---|
| Authors: | Schmid, Bernd |
| Publisher: |
Berlin : Springer |
| Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Finanzanalyse | Financial analysis | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Theorie | Theory | Deutschland | Germany | Italien | Italy | Wertpapierportefeuille | Derivat <Wertpapier> | Messung | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | X, 246 S. graph. Darst. |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 516 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Frankfurt (Oder), Univ., Diss., 2001 |
| Notes: | Literaturverz. S. [233] - 242 2. Aufl. u.d.T.: Schmid, Bernd: Credit risk pricing models Kart. : EUR 45.95 |
| ISBN: | 3-540-43195-0 |
| Classification: | Mathematische Statistik ; Investition, Finanzierung ; Banken, Versicherungen ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Betriebswirtschaft ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001632772