Hochschulschrift

Hedging credit derivatives when recovery rates are stochastic

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

ISBN: 9783844039139
3844039139

Dimensions: 21 cm

Extent: 140, XIX S.

Language: Englisch

Notes: graph. Darst.
Zugl.: Mainz, Univ., Diss., 2015

Keyword: Kreditderivat
Hedging
Kreditrisiko
Schuldentilgung
Stochastischer Prozess

Event: Veröffentlichung

(where): Aachen

(who): Shaker

(when): 2015

Creator: Kroemer, Patrick

Contributor: Shaker Verlag

Table of contents: https://d-nb.info/1076018920/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.06.2025, 2:11 PM CEST

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Hochschulschrift

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2015

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Hedging credit derivatives when recovery rates are stochastic

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