Worst-Case-Analysen des Ausfallrisikos von Finanzderivaten unter Berücksichtigung von Markteinflüssen
Jörn Barth
| Year of publication: |
2000
|
|---|---|
| Authors: | Barth, Jörn |
| Publisher: |
Hamburg : Kovač |
| Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Eigenkapital | Equity capital | Finanzmarkt | Financial market | Szenariotechnik | Scenario analysis | Stochastischer Prozess | Stochastic process | Swap | Theorie | Theory | Wertpapierportefeuille | Derivat <Wertpapier> | Messung | Mathematisches Modell |
| Extent: | 211 S. graph. Darst. |
|---|---|
| Series: | Schriftenreihe Finanzmanagement. - Hamburg : Kovač, ISSN 1439-5266, ZDB-ID 2114385-7. - Vol. 1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Mannheim, Univ., Diss., 1999 |
| ISBN: | 3-8300-0121-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013432848