Credit risk pricing models : theory and practice ; with 65 tables
Year of publication: |
2004 ; 2. ed.
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Authors: | Schmid, Bernd |
Publisher: |
Berlin [u.a.] : Springer |
Subject: | Wertpapierportefeuille | Derivat <Wertpapier> | Kreditrisiko | Messung | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XI, 383 S. : graph. Darst. |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 1. Aufl. u.d.T.: Schmid, Bernd: Pricing credit linked financial instruments |
ISBN: | 3-540-40466-X |
Classification: | Investition, Finanzierung |
Source: |
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd, (2002)
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd, (2002)
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Die Bestimmung des Portefeuillerisikos bei nichtlinearer Wirkung der Risikofaktoren
Locarek-Junge, Hermann, (1998)
- More ...
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Portfolio Optimization Under Credit Risk
Zagst, Rudi, (2003)
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Modeling and pricing of credit derivatives using macroeconomic information
Schmid, Bernd, (2009)
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Applying a three-factor defaultable term structure model to the pricing of credit default options
Schmid, Bernd, (2002)
- More ...