Broll, Udo (contributor); Welzel, Peter (contributor) - 2003 - [Elektronische Ressource]
A Note on Hedging a Loan Portfolio
Udo Broll
Peter Welzel
Beitrag Nr. 250, September 2003
A Note on … Hedging a Loan Portfolio
Udo Broll ∗
Dresden University of Technology
and
Peter Welzel †
University of Augsburg
September 2003 …
Abstract
In the framework of the industrial economics approach to banking we extend
the analysis of hedging against default on …