Hochschulschrift
On the pricing and hedging of credit risk in incomplete markets
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
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21 cm
- Extent
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IV, 156 S.
- Language
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Englisch
- Notes
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graph. Darst.
Bonn, Univ., Diss., 2000
- Keyword
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Kreditmarkt
Unvollkommener Markt
Ausfallrisiko
Risikomanagement
Kreditrisiko
Optionspreistheorie
Hedging
Kapitalmarkttheorie
Stochastischer Prozess
Unvollkommener Markt
Theorie
Wahrscheinlichkeitsverteilung
Value at Risk
- Creator
- Table of contents
- Rights
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Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
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11.03.2025, 12:06 PM CET
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Object type
- Hochschulschrift
Associated
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