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Bewertung von Zinsoptionen bei stochastischer Zinsvolatilität : ein Inversionsansatz
Uhrig-Homburg, Marliese - 1996
Persistent link: https://www.econbiz.de/10013340918
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Intensitätsbasierte Kreditrisikomodelle
Uhrig-Homburg, Marliese - In: Bankrisikomanagement : Mindestanforderungen, …, (pp. 363-379). 2008
Persistent link: https://www.econbiz.de/10003710806
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Sovereign credit spreads
Uhrig-Homburg, Marliese - In: Journal of banking & finance 37 (2013) 11, pp. 4117-4225
Persistent link: https://www.econbiz.de/10010245592
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Cash-flow shortage as an endogenous bankruptcy reason
Uhrig-Homburg, Marliese - In: Journal of banking & finance 29 (2005) 6, pp. 1509-1534
Persistent link: https://www.econbiz.de/10002718024
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Valuation of defaultable claims : a survey
Uhrig-Homburg, Marliese - In: Schmalenbach business review : sbr 54 (2002) 1, pp. 24-57
Persistent link: https://www.econbiz.de/10001633268
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Fremdkapitalkosten, Bonitätsrisiken und optimale Kapitalstruktur
Uhrig-Homburg, Marliese - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001607478
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Die Bedeutung der Mean-Reversion von Zinsprozessen für Optionswerte : das Beispiel der Korridor-Zinsoption
Uhrig-Homburg, Marliese - In: OR-Spektrum : quantitative approaches in management 21 (1999) 1/2, pp. 183-203
Persistent link: https://www.econbiz.de/10001411550
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Modeling simultaneous defaults : a top-down approach
Kunisch, Michael; Uhrig-Homburg, Marliese - In: The journal of fixed income 18 (2008/09) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
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Investment timing, liquidity, and agency costs of debt
Hirth, Stefan; Uhrig-Homburg, Marliese - 2009
Persistent link: https://www.econbiz.de/10003854341
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The term structure of illiquidity premia
Kempf, Alexander; Korn, Olaf; Uhrig-Homburg, Marliese - 2009
This paper investigates the dynamics of the term structure of bond market illiquidity premia using data on German bond market segments which differ only with respect to their liquidity. We analyze the interaction between different parts of the term structure and identify economic factors that...
Persistent link: https://www.econbiz.de/10003919393