Correlated defaults, incomplete information, and the term structure of credit spreads
von Kay Giesecke
| Year of publication: |
2001 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Giesecke, Kay (contributor) |
| Subject: | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Anleihe | Bond | Portfolio-Management | Portfolio selection | Theorie | Theory | Korrelation | Correlation | Ausfallrisiko | Spread | Unvollkommene Information | Korrelationsanalyse |
freely available
| Extent: | Online-Ressource, VIII, 107 p., text ill 30 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Berlin, Humboldt-Univ., Diss, 2001 |
| Notes: | Zsfassung in dt. Sprache Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001639703