Hedging Structured Credit Products During the Credit Crisis : A Horse Race of 10 Models
Year of publication: |
2012
|
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Authors: | Ascheberg, Marius |
Other Persons: | Bick, Björn (contributor) ; Kraft, Holger (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Finanzkrise | Financial crisis | Hedging | Portfolio-Management | Portfolio selection | Kreditderivat | Credit derivative | Kapitalmarkttheorie | Financial economics | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (59 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 31, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1969157 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
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