Hochschulschrift
Die Prognose von Credit-Default-Swap-Spreads mit linearen Zustandsraummodellen
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783339107527
3339107521
- Dimensions
-
21 cm, 302 g
- Extent
-
XXI, 202 Seiten
- Edition
-
[1. Auflage]
- Language
-
Deutsch
- Notes
-
Diagramme
Universität Bayreuth, Dissertation, 2018
- Bibliographic citation
-
Schriftenreihe Volkswirtschaftliche Forschungsergebnisse ; Band 229
- Keyword
-
Kreditderivat
Kreditrisiko
Spread
Optionspreistheorie
Prognosemodell
Zustandsraum
- Event
-
Veröffentlichung
- (where)
-
Hamburg
- (who)
-
Verlag Dr. Kovač
- (when)
-
2019
- Creator
- Contributor
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 2:21 PM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Merkl, Johannes
- Verlag Dr. Kovač
- Verlag Dr. Kovač
Time of origin
- 2019
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Persistence of bank credit default swap spreads
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Spread risk premia in corporate credit default swap markets
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Momentumeffekte bei Credit Default Swap Spreads
Persistence of bank credit default swap spreads
Credit default swap spreads and systemic financial risk
Spread Risk Premia in Corporate Credit Default Swap Markets
The determinants of global bank credit-default-swap spreads
Spread risk premia in corporate credit default swap markets
Spread Risk Premia in Corporate Credit Default Swap Markets
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An Empirical Analysis of European Credit Default Swap Spread Dynamics
Essays on credit default swap
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