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United States
Theorie
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Theory
13
Kreditrisiko
10
Optionspreistheorie
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Option pricing theory
9
Credit risk
8
Unvollkommener Markt
8
Incomplete market
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Martingal
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Martingale
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Risikoprämie
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Risk premium
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Unternehmensanleihe
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Risikomanagement
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1986-2000
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Credit
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Discounting
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Government securities
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Kredit
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Liquidity constraint
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Monte Carlo simulation
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Nonparametric statistics
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Risikomaß
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Risk management
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Risk measure
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Staatspapier
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USA
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Asset-Backed Securities
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Asset-backed securities
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Autocorrelation
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Autokorrelation
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Firm performance
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Insolvency
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Insolvenz
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Amtsdruckschrift
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English
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Prigent, Jean-Luc
3
Renault, Olivier
3
Scaillet, Olivier
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Discussion paper
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Discussion paper series / LSE Financial Markets Group
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001604303
Saved in:
2
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001572485
Saved in:
3
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533313
Saved in:
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