Credit derivatives : instruments, applications and pricing methods
Volkmar Lautscham. [Hrsg.: Österreichische Bankwissenschaftliche Gesellschaft]
| Alternative title: | Credit derivatives and their application in risk management Pricing methods for single and multiname credit derivatives |
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| Year of publication: |
2007
|
| Authors: | Lautscham, Volkmar |
| Publisher: |
Wien [u.a.] : Springer Wien : Bank-Verl. |
| Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | CAPM | Kreditmarkt | Credit market | Theorie | Theory | Derivat <Wertpapier> |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 184 S. graph. Darst. 21 cm |
|---|---|
| Series: | Diskussionsreihe Bank & Börse. - Wien : Bank Verlag, ZDB-ID 1424931-5. - Vol. 39 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Teilw. zugl.: Graz, univ., Dipl.-Arb., 2005 u.d.T.: Lautscham, Volkmar: Credit derivatives and their application in risk management und teilw. zugl.: Graz, Techn. Univ., Dipl.-Arb. 2006 u.d.T.: Lautscham, Volkmar: Pricing methods for single and multiname credit derivatives |
| ISBN: | 978-3-85136-084-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003533088