- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Hannover, Gottfried Wilhelm Leibniz Universität Hannover, Dissertation, 2018
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Risk
Credit
Markets
Investments
Financial institutions
- Ereignis
-
Veröffentlichung
- (wo)
-
Hannover
- (wer)
-
Gottfried Wilhelm Leibniz Universität Hannover
- (wann)
-
2018
- Urheber
-
Schmelzle, Martin
- Beteiligte Personen und Organisationen
- DOI
-
10.15488/3942
- URN
-
urn:nbn:de:101:1-2018111511275875653537
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:54 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Schmelzle, Martin
- Dierkes, Maik
- Rösch, Daniel
- Gottfried Wilhelm Leibniz Universität Hannover
Entstanden
- 2018
Ähnliche Objekte (12)
Correlated default with incomplete information
Correlated Default With Incomplete Information
Default estimation, correlated defaults, and expert information
The pricing of correlated default risk: evidence from the credit derivatives market
Forecasting Cross-Sections of Frailty-Correlated Default
Derivatives and Default Risk
Maturity, indebtedness, and default risk
Asset pricing and default risk
Reconsidering Default: Why default parameters matter and how to make them meaningful
Correlated defaults, temporal correlation, expert information and predictability of default rates
Sovereign default risk and uncertainty premia
Deferred Taxation under Default Risk
Correlated default with incomplete information
Correlated Default With Incomplete Information
Default estimation, correlated defaults, and expert information
The pricing of correlated default risk: evidence from the credit derivatives market
Forecasting Cross-Sections of Frailty-Correlated Default
Derivatives and Default Risk
Maturity, indebtedness, and default risk
Asset pricing and default risk
Reconsidering Default: Why default parameters matter and how to make them meaningful
Correlated defaults, temporal correlation, expert information and predictability of default rates
Sovereign default risk and uncertainty premia
Deferred Taxation under Default Risk
Correlated default with incomplete information
Correlated Default With Incomplete Information
Default estimation, correlated defaults, and expert information
The pricing of correlated default risk: evidence from the credit derivatives market
Forecasting Cross-Sections of Frailty-Correlated Default
Derivatives and Default Risk
Maturity, indebtedness, and default risk
Asset pricing and default risk
Reconsidering Default: Why default parameters matter and how to make them meaningful
Correlated defaults, temporal correlation, expert information and predictability of default rates
Sovereign default risk and uncertainty premia