Analyse von Ausfallrisiken

DSpace Repository

Analyse von Ausfallrisiken

Schön, Thomas
Dateien:
Thumbnail
1.07 MB
PDF
URI: http://hdl.handle.net/10900/67485
http://nbn-resolving.de/urn:nbn:de:bsz:21-dspace-674851
http://dx.doi.org/10.15496/publikation-8905
http://nbn-resolving.org/urn:nbn:de:bsz:21-dspace-674859
http://nbn-resolving.org/urn:nbn:de:bsz:21-dspace-674855
Dokumentart: PhDThesis
Date: 2016-01-12
Source: Review of Derivatives Research, 2015, Vol. 18 (3), p. 191.224; to be published in Journal of Credit Risk, 2015
Language: English
Faculty: 6 Wirtschafts- und Sozialwissenschaftliche Fakultät
6 Wirtschafts- und Sozialwissenschaftliche Fakultät
Department: Wirtschaftswissenschaften
Advisor: Koziol, Christian (Prof. Dr.)
Day of Oral Examination: 2015-11-13
DDC Classifikation: 330 - Economics
Keywords: Kredit
Other Keywords:
Credit Default Swap
Collateralized Debt Obligation
Contingent Credit Default Swap
Credit Valuation Adjustment
Systemic Risk
License: http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=de http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=en
Show full item record

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.

This item appears in the following Collection(s)