| 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 |
PhDThesis |
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 |
