Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps
Year of publication: |
2007
|
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Authors: | Cremers, Heinz ; Walzner, Jens |
Institutions: | Frankfurt School of Finance and Management |
Subject: | Credit derivatives | credit derivatives market | credit default swap | credit risk transfer | pricing | valuation | default spread | implicit default probability | risk control | risk management | credit portfolio management | banking supervision | Basel II | credit risk mitigation |
Extent: | application/pdf |
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Series: | Frankfurt School - Working Paper Series. - ISSN 1436-9753. |
Type of publication: | Book / Working Paper |
Notes: | Number 80 |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps
Cremers, Heinz, (2007)
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