Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Qian Wang. With a pref. by Thomas Hartmann-Wendels
| Year of publication: |
2006 ; 1. Aufl.
|
|---|---|
| Authors: | Wang, Qian |
| Publisher: |
Lohmar : Eul |
| Subject: | default contagion | Kreditrisiko | Credit risk | Derivat | Derivative | Kreditsicherung | Collateral | Hedging | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency | Spillover-Effekt | Spillover effect | Theorie | Theory | Kreditderivat | Credit derivative | Derivat <Wertpapier> | Portfolio Selection | Spill-over-Effekt |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [deposit.dnb.de] |
| Extent: | XII, 117 S. graph. Darst. 21 cm, 204 gr. |
|---|---|
| Series: | Reihe: Finanzierung, Kapitalmarkt und Banken. - Lohmar : Eul, ZDB-ID 2120900-5. - Vol. 46 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Köln, Univ., Diss., 2005 |
| ISBN: | 978-3-89936-448-4 ; 3-89936-448-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003320531