The pricing of correlated default risk: evidence from the credit derivatives market
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Frankfurt
Dt. Bundesbank
2008
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies
2008,9 |
| Schlagwörter: | |
| Links: | http://hdl.handle.net/10419/19786 |
| Beschreibung: | Zsfassung in dt. und engl. Sprache. - Online-Ausg. im Internet |
| Umfang: | 48 S. graph. Darst. |
| ISBN: | 9783865584083 9783865584090 |
Internformat
MARC
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| 020 | |a 9783865584090 |c (Internetversion) |9 978-3-86558-409-0 | ||
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| 100 | 1 | |a Tarashev, Nikola A. |d 1973- |e Verfasser |0 (DE-588)134046277 |4 aut | |
| 245 | 1 | 0 | |a The pricing of correlated default risk |b evidence from the credit derivatives market |c Nikola Tarashev ; Haibin Zhu |
| 264 | 1 | |a Frankfurt |b Dt. Bundesbank |c 2008 | |
| 300 | |a 48 S. |b graph. Darst. | ||
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| 490 | 1 | |a Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies |v 2008,9 | |
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| 650 | 7 | |a Ausfallwahrscheinlichkeit |2 swd | |
| 650 | 7 | |a Kreditrisiko |2 swd | |
| 650 | 7 | |a Verlust |2 swd | |
| 650 | 7 | |a Wahrscheinlichkeitsverteilung |2 swd | |
| 651 | 7 | |a Berlin <2007> |2 swd | |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |2 gnd-content | |
| 700 | 1 | |a Zhu, Haibin |e Verfasser |0 (DE-588)130684686 |4 aut | |
| 810 | 2 | |a Deutsche Bundesbank |t Discussion paper |v Series 2, Banking and financial studies ; 2008,9 |w (DE-604)BV017940023 |9 2008,9 | |
| 856 | 4 | 1 | |u http://hdl.handle.net/10419/19786 |x Verlag |z kostenfrei |3 Volltext |
| 912 | |a ebook | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-016535109 | |
Datensatz im Suchindex
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| author | Tarashev, Nikola A. 1973- Zhu, Haibin |
| author_GND | (DE-588)134046277 (DE-588)130684686 |
| author_facet | Tarashev, Nikola A. 1973- Zhu, Haibin |
| author_role | aut aut |
| author_sort | Tarashev, Nikola A. 1973- |
| author_variant | n a t na nat h z hz |
| building | Verbundindex |
| bvnumber | BV023351502 |
| collection | ebook |
| ctrlnum | (OCoLC)239439298 (DE-599)BVBBV023351502 |
| format | Book |
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| genre | (DE-588)1071861417 Konferenzschrift gnd-content |
| genre_facet | Konferenzschrift |
| geographic | Berlin <2007> swd |
| geographic_facet | Berlin <2007> |
| id | DE-604.BV023351502 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:14:15Z |
| institution | BVB |
| isbn | 9783865584083 9783865584090 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016535109 |
| oclc_num | 239439298 |
| open_access_boolean | 1 |
| owner | DE-12 DE-20 |
| owner_facet | DE-12 DE-20 |
| physical | 48 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies |
| spelling | Tarashev, Nikola A. 1973- Verfasser (DE-588)134046277 aut The pricing of correlated default risk evidence from the credit derivatives market Nikola Tarashev ; Haibin Zhu Frankfurt Dt. Bundesbank 2008 48 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies 2008,9 Zsfassung in dt. und engl. Sprache. - Online-Ausg. im Internet Ausfallwahrscheinlichkeit swd Kreditrisiko swd Verlust swd Wahrscheinlichkeitsverteilung swd Berlin <2007> swd (DE-588)1071861417 Konferenzschrift gnd-content Zhu, Haibin Verfasser (DE-588)130684686 aut Deutsche Bundesbank Discussion paper Series 2, Banking and financial studies ; 2008,9 (DE-604)BV017940023 2008,9 http://hdl.handle.net/10419/19786 Verlag kostenfrei Volltext |
| spellingShingle | Tarashev, Nikola A. 1973- Zhu, Haibin The pricing of correlated default risk evidence from the credit derivatives market Ausfallwahrscheinlichkeit swd Kreditrisiko swd Verlust swd Wahrscheinlichkeitsverteilung swd |
| subject_GND | (DE-588)1071861417 |
| title | The pricing of correlated default risk evidence from the credit derivatives market |
| title_auth | The pricing of correlated default risk evidence from the credit derivatives market |
| title_exact_search | The pricing of correlated default risk evidence from the credit derivatives market |
| title_full | The pricing of correlated default risk evidence from the credit derivatives market Nikola Tarashev ; Haibin Zhu |
| title_fullStr | The pricing of correlated default risk evidence from the credit derivatives market Nikola Tarashev ; Haibin Zhu |
| title_full_unstemmed | The pricing of correlated default risk evidence from the credit derivatives market Nikola Tarashev ; Haibin Zhu |
| title_short | The pricing of correlated default risk |
| title_sort | the pricing of correlated default risk evidence from the credit derivatives market |
| title_sub | evidence from the credit derivatives market |
| topic | Ausfallwahrscheinlichkeit swd Kreditrisiko swd Verlust swd Wahrscheinlichkeitsverteilung swd |
| topic_facet | Ausfallwahrscheinlichkeit Kreditrisiko Verlust Wahrscheinlichkeitsverteilung Berlin <2007> Konferenzschrift |
| url | http://hdl.handle.net/10419/19786 |
| volume_link | (DE-604)BV017940023 |
| work_keys_str_mv | AT tarashevnikolaa thepricingofcorrelateddefaultriskevidencefromthecreditderivativesmarket AT zhuhaibin thepricingofcorrelateddefaultriskevidencefromthecreditderivativesmarket |