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~language:"deu"
~person:"Amato, Jeffrey D."
~person:"Birk, Sina"
~person:"Desmettre, Sascha"
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Amato, Jeffrey D.
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Entwicklung eines quantitativen Modells zur Spread-Prognose von Credit Default Swaps am Beispiel von Banken
Birk, Sina
-
2017
Persistent link: https://www.econbiz.de/10011805892
Saved in:
2
Erweiterungen des Black-Scholes-Modells, Zins, Kreditrisiko und Statistik
Desmettre, Sascha
;
Korn, Ralf
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2018
Persistent link: https://www.econbiz.de/10011806121
Saved in:
3
Risikoaversion und Risikoprämien am CDS-Markt
Amato, Jeffrey D.
- In:
BIZ-Quartalsbericht
(
2005
),
pp. 63-78
Persistent link: https://www.econbiz.de/10003283922
Saved in:
4
Indextranchen von Credit Default Swaps und die Bewertung von Kreditrisikokorrelationen
Amato, Jeffrey D.
;
Gynthelberg, Jacob
- In:
BIZ-Quartalsbericht
(
2005
),
pp. 83-98
Persistent link: https://www.econbiz.de/10002815683
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