Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Debt Obligations bei heterogenen Referenzportfolios

Bibliographic Details
Main Author:	Jortzik, Stephan
Other Authors:	Benner, Wolfgang Prof. Dr.
Format:	Doctoral Thesis
Language:	German
Published:	2006
Subjects:	330 Wirtschaft Economic Sciences Asset-Backed-Securities CDO CBO CLO ABS Zweckgesellschaft Zinsunterbeteiligung PROMISE KfW Banken Replenishment Unternehmenswertmodell Reduziertes Modell Zeittransformation Brownsche Brücke Ausfallschranke Fourier-Transformation Faktormodell Ausfallrisiko Kreditrisiko Risikoprämie Ratingmigration Asset-Backed Securities Special-Purpose Vehicle Interest Subparticipation Banks Asset-Value Model Reduced-Form Model Time Transformation Brownian Bridge Default Barrier Fourier Transformation Factor Model Default Risk Credit Risk Risk Premium Rating Migration 85.30 LQW 015: Finanzielle Märkte - Kapitalmarkt - Finanzmarkt {Betriebswirtschaftliche Finanzwirtschaft} EJBB 280: Finance portfolios investment {Mathematical economics} EJBB 300: Risk theory insurance {Mathematical economics} EJBB 700: Stochastic models {Mathematical economics} LCC100
Online Access:	http://hdl.handle.net/11858/00-1735-0000-0006-AFDB-5 http://nbn-resolving.de/urn:nbn:de:gbv:7-webdoc-741-1

Description
Description not available.

Similar Items