Dissertation o. Habilitation
Essays on Correlation Modelling
The thesis consists of three essays that cover different aspects of correlation modelling in corporate default risk. Each essay is self-contained and can be read independently. Essay I: Correlation in corporate defaults: Contagion or conditional independence? Essay II: Systematic and idiosyncratic default risk in synthetic credit markets. Essay III: Credit spreads across the business cycle.
- ISBN
-
9788792842237
- Sprache
-
Englisch
- Erschienen in
-
Series: PhD Series ; No. 31.2011
- Klassifikation
-
Management
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Stenbo Nielsen, Mads
- Ereignis
-
Veröffentlichung
- (wer)
-
Copenhagen Business School (CBS)
- (wo)
-
Frederiksberg
- (wann)
-
2011
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Dissertation o. Habilitation
Beteiligte
- Stenbo Nielsen, Mads
- Copenhagen Business School (CBS)
Entstanden
- 2011
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