The pricing of correlated default risk: evidence from the credit derivatives market
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt
Dt. Bundesbank
2008
|
| Series: | Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies
2008,9 |
| Subjects: | |
| Links: | http://hdl.handle.net/10419/19786 |
| Item Description: | Zsfassung in dt. und engl. Sprache. - Online-Ausg. im Internet |
| Physical Description: | 48 S. graph. Darst. |
| ISBN: | 9783865584083 9783865584090 |
Staff View
MARC
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| 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 |
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| 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 |
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