Analyse von Ausfallrisiken

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dc.contributor.advisor Koziol, Christian (Prof. Dr.)
dc.contributor.author Schön, Thomas
dc.date.accessioned 2016-01-12T09:00:30Z
dc.date.available 2016-01-12T09:00:30Z
dc.date.issued 2016-01-12
dc.identifier.other 454349084 de_DE
dc.identifier.uri http://hdl.handle.net/10900/67485
dc.identifier.uri http://nbn-resolving.de/urn:nbn:de:bsz:21-dspace-674851 de_DE
dc.identifier.uri http://dx.doi.org/10.15496/publikation-8905
dc.description.abstract This thesis comprises three essays on the pricing of default risk. It analyzes latest developments in this field empirically and theoretically delivering deeper insights into the questions of how firms default and how default risk is priced in interest rate and equity instruments. en
dc.language.iso en de_DE
dc.publisher Universität Tübingen de_DE
dc.rights ubt-podno de_DE
dc.rights.uri http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=de de_DE
dc.rights.uri http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=en en
dc.subject.classification Kredit de_DE
dc.subject.ddc 330 de_DE
dc.subject.other Credit Default Swap en
dc.subject.other Collateralized Debt Obligation en
dc.subject.other Contingent Credit Default Swap en
dc.subject.other Credit Valuation Adjustment en
dc.subject.other Systemic Risk en
dc.title Analyse von Ausfallrisiken de_DE
dc.type Dissertation de_DE
dcterms.dateAccepted 2015-11-13
utue.publikation.fachbereich Wirtschaftswissenschaften de_DE
utue.publikation.fakultaet 6 Wirtschafts- und Sozialwissenschaftliche Fakultät de_DE
utue.publikation.fakultaet 6 Wirtschafts- und Sozialwissenschaftliche Fakultät de_DE
utue.publikation.source Review of Derivatives Research, 2015, Vol. 18 (3), p. 191.224; to be published in Journal of Credit Risk, 2015 de_DE

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