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Credit derivative
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Kreditderivat
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Theorie
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Theory
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2005-2012
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Ankündigungseffekt
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Credit rating
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Kroemer, Patrick
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Wernig, Thomas
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Shaker Verlag
National Bureau of Economic Research
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Frankfurt School of Finance & Management
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Europäische Zentralbank / Advisory Group on Market Infrastructures for Securities and Collateral
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Duale Hochschule Baden-Württemberg Stuttgart
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Springer Fachmedien Wiesbaden
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Verlag Dr. Kovač
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Bank für Internationalen Zahlungsausgleich <Basel>
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Basel Committee on Banking Supervision
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Friedrich-Schiller-Universität Jena
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Mohr Siebeck GmbH & Co. KG
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CFA Institute <Charlottesville, Va.>
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Centre for Analytical Finance <Århus>
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Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
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Eberhard Karls Universität Tübingen
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ECONIS (ZBW)
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CDS pricing and credit rating announcements
Wernig, Thomas
-
2017
-
1. Auflage
Persistent link: https://www.econbiz.de/10011712264
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2
Hedging credit derivatives when recovery rates are stochastic
Kroemer, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011348594
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