Shifted regime switching CIR diffusion tree for credit options
by Johannes Weckend
| Year of publication: |
2014
|
|---|---|
| Authors: | Weckend, Johannes |
| Subject: | regime switching | tree model | CDS option | credit derivatives | contingent credit line | Baummodell | Ausfallrisiko (Ausfallwahrscheinlichkeit) | CIR++-Modell | Kreditderivat | Credit derivative | Bewertung | Evaluation | Finanzanalyse | Financial analysis | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory |
freely available
| Extent: | Online-Ressource (XIV, 124 S.) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Gießen, Univ., Diss., 2014 |
| Notes: | Systemvoraussetzung: Acrobat Reader Nebent.: Zustandsabhängiger CIR Prozess in Bäumen zum Bewerten von Kreditoptionen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010419390