Hochschulschrift
Credit dynamics in a first-passage time model with jumps and Latin hypercube sampling with dependence
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Frankfurt (Main), Frankfurt School of Finance & Management, Diss., 2008
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Derivat
Termingeschäft
Zins
Risikoprämie
Volatilität
Stochastischer Prozess
- Ereignis
-
Veröffentlichung
- (wo)
-
Frankfurt am Main
- (wer)
-
Frankfurt School of Finance & Management gGmbH
- (wann)
-
2008
- Urheber
- URN
-
urn:nbn:de:101:1-201107084389
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Packham, Natalie
- Frankfurt School of Finance & Management gGmbH
Entstanden
- 2008
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