Dissertation o. Habilitation
Essays on the Modeling of Risks in Interest-rate and Inflation Markets
The topic of this thesis is the modeling of risks in interest-rate and inflation markets. Interest-rate risk is an important issue to investors. For instance, according to BIS (2010) the notional value of over-the-counter interest-rate derivatives markets is 465,260 billion US-dollar. This corresponds to 77 percent of the notional of the entire OTC derivatives market. Thus interest-rate derivatives is at the back-bone of the financial markets. According to ISDA (2009) 83 percent of Fortune 500 companies report using interest-rate derivatives in their risk management. Furthermore, many mortgage-based loans and pension contracts contain either explicit or implicit interest-rate options. Thus a better understanding of the interest-rate derivative markets, and the risk associated with the traded products is of great value, both to financial and non-financial companies as well as individuals....
- ISBN
-
9788792842015
- Sprache
-
Englisch
- Erschienen in
-
Series: PhD Series ; No. 20.2011
- Klassifikation
-
Management
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Tang Andersen, Allan Sall
- Ereignis
-
Veröffentlichung
- (wer)
-
Copenhagen Business School (CBS)
- (wo)
-
Frederiksberg
- (wann)
-
2011
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
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
- Tang Andersen, Allan Sall
- Copenhagen Business School (CBS)
Entstanden
- 2011
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