An analytical approach for systematic risk sensitivity of structured finance products
Arndt Claußen; Sebastian Löhr; Daniel Rösch
| Year of publication: |
2014
|
|---|---|
| Authors: | Claußen, Arndt ; Löhr, Sebastian ; Rösch, Daniel |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 17.2014, 1, p. 1-37
|
| Subject: | Credit derivatives | CDO | Bond | Ratings | Systematic risk | Derivat | Derivative | Theorie | Theory | Kreditrisiko | Credit risk | Risiko | Risk | CAPM | Kreditwürdigkeit | Credit rating | Systemrisiko | Systemic risk | Asset-Backed Securities | Asset-backed securities | Strukturiertes Produkt | Structured product | Verbriefung | Securitization | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010519296