Recovery risk in credit default swap premia
Timo Schläfer
| Year of publication: |
2011 ; 1. ed.
|
|---|---|
| Authors: | Schläfer, Timo |
| Publisher: |
Wiesbaden : Gabler |
| Subject: | Kreditderivat | Credit derivative | Krisenmanagement | Crisis management | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Welt | World | Swap | Kreditgeschäft | Ausfallrisiko | Börsenkurs | 2001-2008 |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XIX, 112 S. graph. Darst. 210 mm x 148 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Karlsruhe, Karlsruhe Inst. of Technology, Diss., 2010 |
| ISBN: | 3-8349-2844-5 ; 978-3-8349-2844-3 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008991625