Volatilitätsarbitrage und ein Markoff-Modell für CDOs : eine finanzmathematische Untersuchung
Johan de Kock
| Year of publication: |
2010
|
|---|---|
| Authors: | Kock, Johan de |
| Publisher: |
München : AVM |
| Subject: | Asset-Backed Securities | Asset-backed securities | Volatilität | Volatility | Arbitrage | Arbitrage Pricing | Arbitrage pricing | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Theorie | Theory | Markov-Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVI, 151 S. graph. Darst 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Kaiserslautern, Techn. Univ., Diss., 2009 |
| ISBN: | 978-3-89975-802-3 |
| Classification: | Wahrscheinlichkeitsrechnung ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003934849