Synthetische Collateralized Debt Obligations : Bewertung und Kreditrisikomessung mit Unternehmenswertmodellorientierung
Stephan Jortzik
| Alternative title: | Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Dept Obligations bei heterogenen Referenzportfolios |
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| Year of publication: |
2006
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| Authors: | Jortzik, Stephan |
| Publisher: |
Norderstedt : Books on Demand |
| Subject: | Derivat | Derivative | Kreditsicherung | Collateral | Asset-Backed Securities | Asset-backed securities | Finanzanalyse | Financial analysis | Kreditrisiko | Credit risk | Messung | Measurement | Unternehmenswert | Firm value | Portfolio-Management | Portfolio selection | Theorie | Theory | Collateralized debt obligation |
| Extent: | XXXVI, 472 S. graph. Darst. 23 cm |
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| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Göttingen, Univ., Diss., 2005 u.d.T.: Jortzik, Stephan: Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Debt Obligations bei heterogenen Referenzportfolios |
| ISBN: | 3-8334-5220-X |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003373872