Recovery Risk in Credit Default Swap Premia Timo Schläfer Taschenbuch Englisch 2011 - edizione con copertina flessibile
2011, ISBN: 9783834928443
[ED: Taschenbuch], [PU: Gabler, Betriebswirt.-Vlg], The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-defaul… Altro …
booklooker.de |
Recovery Risk in Credit Default Swap Premia Timo Schläfer Taschenbuch Englisch 2011 - edizione con copertina flessibile
2011, ISBN: 9783834928443
[ED: Taschenbuch], [PU: Gabler, Betriebswirt.-Vlg], The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-defaul… Altro …
booklooker.de |
ISBN: 9783834928443
The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rate… Altro …
Springer.com Nr. 978-3-8349-2844-3. Costi di spedizione:Worldwide free shipping, , DE. (EUR 0.00) Details... |
2011, ISBN: 3834928445
[EAN: 9783834928443], Neubuch, [PU: Gabler Verlag], KREDITSICHERUNG - KREDITSICHERHEIT CREDITRISK DEFAULTRATE LOAN-ONLYCREDITDEFAULTSWAP RECOVERYRATE RISKPREMIA WIRTSCHAFT BETRIEBSWIRTSCH… Altro …
AbeBooks.de moluna, Greven, Germany [73551232] [Rating: 4 (von 5)] NEW BOOK. Costi di spedizione:Versandkostenfrei. (EUR 0.00) Details... |
2011, ISBN: 9783834928443
Buch, Softcover, 2011, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher Verlag Gabler, 2011
lehmanns.de Costi di spedizione:sofort lieferbar. (EUR 9.95) Details... |
Recovery Risk in Credit Default Swap Premia Timo Schläfer Taschenbuch Englisch 2011 - edizione con copertina flessibile
2011, ISBN: 9783834928443
[ED: Taschenbuch], [PU: Gabler, Betriebswirt.-Vlg], The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-defaul… Altro …
Schläfer, Timo:
Recovery Risk in Credit Default Swap Premia Timo Schläfer Taschenbuch Englisch 2011 - edizione con copertina flessibile2011, ISBN: 9783834928443
[ED: Taschenbuch], [PU: Gabler, Betriebswirt.-Vlg], The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-defaul… Altro …
ISBN: 9783834928443
The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rate… Altro …
2011, ISBN: 3834928445
[EAN: 9783834928443], Neubuch, [PU: Gabler Verlag], KREDITSICHERUNG - KREDITSICHERHEIT CREDITRISK DEFAULTRATE LOAN-ONLYCREDITDEFAULTSWAP RECOVERYRATE RISKPREMIA WIRTSCHAFT BETRIEBSWIRTSCH… Altro …
2011, ISBN: 9783834928443
Buch, Softcover, 2011, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher Verlag Gabler, 2011
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Informazioni dettagliate del libro - Recovery Risk in Credit Default Swap Premia
EAN (ISBN-13): 9783834928443
ISBN (ISBN-10): 3834928445
Copertina rigida
Copertina flessibile
Anno di pubblicazione: 2011
Editore: Betriebswirtschaftlicher Verlag Gabler
112 Pagine
Peso: 0,202 kg
Lingua: eng/Englisch
Libro nella banca dati dal 2008-08-25T10:36:19+02:00 (Rome)
Pagina di dettaglio ultima modifica in 2024-01-11T08:27:27+01:00 (Rome)
ISBN/EAN: 9783834928443
ISBN - Stili di scrittura alternativi:
3-8349-2844-5, 978-3-8349-2844-3
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : schlaefer, schlaf, schläfer
Titolo del libro: isch, defa, schläfer, recovery
Dati dell'editore
Autore: Timo Schläfer
Titolo: Recovery Risk in Credit Default Swap Premia
Editore: Gabler Verlag; Betriebswirtschaftlicher Verlag Gabler
112 Pagine
Anno di pubblicazione: 2011-04-05
Wiesbaden; DE
Stampato / Fatto in
Lingua: Inglese
53,49 € (DE)
54,99 € (AT)
59,00 CHF (CH)
POD
XIX, 112 p. 21 illus.
BC; Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Finanzenwesen und Finanzindustrie; Verstehen; Management; Credit risk; Default rate; Loan-only credit default swap; Recovery rate; Risk premia; Financial Economics; Operations Research and Decision Theory; Unternehmensforschung; Management: Entscheidungstheorie; EA
The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties around decomposing the expected loss. Timo Schläfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.Altri libri che potrebbero essere simili a questo:
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