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Implizite Ausfallwahrscheinlichkeiten von Unternehmensanleihen : Eine empirische Analyse in unterschiedlichen Währungen auf Basis von Zinsstrukturkurven
Schiffel, Simon - 2009
Approximationsverfahren zur Bestimmung der Zinsstruktur aussehen sollte, um bereits aus wenigen Anleihedaten die Zinsstruktur zu schätzen …
Persistent link: https://www.econbiz.de/10014015026
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Anleihefinanzierung im eigentümergeführten deutschen Mittelstand : Eine theoretische und praktische Untersuchung von Informationsasymmetrien
Döweling, Henrik - 2017
Informationsasymmetrien bei Anleihefinanzierung -- Ansätze zur Reduktion von Agency-Problemen bei Anleihefinanzierung -- Lösungsansätze von Agency-Problemen bei Anleihen von eigentümergeführten Unternehmen: Der Informationsökonomische Bewertungsrahmen -- Fallstudienanalyse zur...
Persistent link: https://www.econbiz.de/10014021116
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Investing in Corporate Bonds and Credit Risk
Hagenstein, Frank; Mertz, Alexander; Seifert, Jan - 2004
Investing in Corporate Bonds and Credit Risk is a valuable tool for any corporate bond investor. All the most recent developments and strategies in investment in corporate bonds are analyzed included with qualitative and quantitative approaches. A complete and up-to-date investment process is...
Persistent link: https://www.econbiz.de/10012054111
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Risiken von Unternehmensanleihen und ihre Quantifizierung : Antworten auf Fragestellungen aus der Beratungspraxis bei Kreditinstituten
Ramming, Markus - 2015
Unternehmensanleihen und Risikomanagement -- Kreditrisiko -- Credit Spread-Risiken -- Liquiditäts- und Länderrisiken. … Inhalt Unternehmensanleihen und Risikomanagement Kreditrisiko Credit Spread-Risiken Liquiditäts- und Länderrisiken Die …
Persistent link: https://www.econbiz.de/10014018261
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Recovery Risk in Credit Default Swap Premia
Schläfer, Timo - 2011
The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties...
Persistent link: https://www.econbiz.de/10014015311
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A Structural Framework for the Pricing of Corporate Securities : Economic and Empirical Issues
Genser, Michael (contributor) - 2006
This book is the first comprehensive treatment of structural credit risk models for the simultaneous and consistent pricing of corporate securities. Through the development of a flexible economic framework based on the firm's EBIT, the reader is taken from the economic principles of firm value...
Persistent link: https://www.econbiz.de/10013520503
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Pricing and Risk Management of Synthetic CDOs
Schlösser, Anna - 2011
Introduction -- Part I Fundamentals: Credit Derivatives and Markets -- Mathematical Preliminaries -- Part II Static Models: One Factor Gaussian Copula Model -- Normal Inverse Gaussian Factor Copula Model -- Part III: Term-Structure Models -- Large Homogeneous Cell Approximation for Factor Copula...
Persistent link: https://www.econbiz.de/10014015252
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Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing
Kenyon, Chris; Stamm, Roland - 2012
Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in...
Persistent link: https://www.econbiz.de/10012106344
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Credit Default Swaps und Informationsgehalt
Wagner, Eva - 2008
Kredit und Kreditrisiko -- Kreditderivate -- Der Credit Default Swap (CDS) -- Externes Rating, CDS und Informationseffi … anderer etablierter Märkte, auf denen das Kreditrisiko relevant ist, sowie dem des externen Rating gegenüber. Sie zeigt …
Persistent link: https://www.econbiz.de/10013517112
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The Coinsurance Effect of Corporate Diversification : An Empirical Analysis of the Accounting and Economic Implications
Nußmann, Dominik - 2018
structured review of all relevant findings presented in the financial economics and accounting literature. Based on this review …, he examines important accounting and economic implications of the coinsurance effect by means of two comprehensive … accounting synergies which entail considerable value-enhancing potentials. Contents The Firm Characteristic of Corporate …
Persistent link: https://www.econbiz.de/10012396308