Indextranchen von Credit Default Swaps und die Bewertung von Kreditrisikokorrelationen
Jeffery D. Amato; Jacob Gynthelberg
| Year of publication: |
2005
|
|---|---|
| Authors: | Amato, Jeffrey D. ; Gynthelberg, Jacob |
| Published in: |
BIZ-Quartalsbericht. - Basel : BIZ, Währungs- und Wirtschaftsabt., ISSN 1683-0164, ZDB-ID 2045616-5. - 2005, p. 83-98
|
| Subject: | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002815683