Diese Dissertation besteht aus drei eigenständigen theoretischen Aufsätzen, in denen das Kreditrisiko von Firmen, die …

Verbriefungstransaktionen sind sogenannte collateralized debt obligations, kurz CDOs, die sich auf das Kreditrisiko von Portfolios bestehend aus …

(including interest rate, basis, prepayment, liquidity and price), tranching (including maturity mismatchand synthetic), operational …

In recent years a substantial amount of literature in one way or another deals with liquidity. The interest in it grows … measures of liquidity and publish them in the regular reports. But as in literature, there is still no consensus as what … liquidity really means and how it should be measured, or reported, understood or predicted, as the consistent summary of what …

Neoclassical analysis of the labor market and its institutions. A systematic development of the theory of labor supply …

des Marktes hindeuten:¨ Das Kreditrisiko und dessen Portfolio-orientiertes Management wird auch in Zukunft immermehr an …