Hedging credit derivatives when recovery rates are stochastic
Patrick Kroemer
| Year of publication: |
2015
|
|---|---|
| Authors: | Kroemer, Patrick |
| Institutions: | Shaker Verlag (publisher) |
| Publisher: |
Aachen : Shaker |
| Subject: | Kreditderivat | Credit derivative | Hedging | Kreditrisiko | Credit risk | Risikomodell | Risk model | Kredittilgung | Loan repayment | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schuldentilgung |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 140, XIX S graph. Darst. 21 cm x 14.8 cm, 245 g |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Mainz, Univ., Diss., 2015 |
| ISBN: | 3-8440-3913-9 ; 978-3-8440-3913-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348594