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… Más…
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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… Más…
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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… Más…
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2011, ISBN: 3834928445
[EAN: 9783834928443], Neubuch, [PU: Gabler Verlag], KREDITSICHERUNG - KREDITSICHERHEIT CREDITRISK DEFAULTRATE LOAN-ONLYCREDITDEFAULTSWAP RECOVERYRATE RISKPREMIA WIRTSCHAFT BETRIEBSWIRTSCH… Más…
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2011, ISBN: 9783834928443
Buch, Softcover, 2011, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher Verlag Gabler, 2011
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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… Más…
Schläfer, Timo:
Recovery Risk in Credit Default Swap Premia Timo Schläfer Taschenbuch Englisch 2011 - Pasta blanda2011, 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… Más…
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… Más…
2011, ISBN: 3834928445
[EAN: 9783834928443], Neubuch, [PU: Gabler Verlag], KREDITSICHERUNG - KREDITSICHERHEIT CREDITRISK DEFAULTRATE LOAN-ONLYCREDITDEFAULTSWAP RECOVERYRATE RISKPREMIA WIRTSCHAFT BETRIEBSWIRTSCH… Más…
2011, ISBN: 9783834928443
Buch, Softcover, 2011, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher Verlag Gabler, 2011
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Detalles del libro - Recovery Risk in Credit Default Swap Premia
EAN (ISBN-13): 9783834928443
ISBN (ISBN-10): 3834928445
Tapa dura
Tapa blanda
Año de publicación: 2011
Editorial: Betriebswirtschaftlicher Verlag Gabler
112 Páginas
Peso: 0,202 kg
Idioma: eng/Englisch
Libro en la base de datos desde 2008-08-25T03:36:19-05:00 (Mexico City)
Página de detalles modificada por última vez el 2024-01-11T01:27:27-06:00 (Mexico City)
ISBN/EAN: 9783834928443
ISBN - escritura alterna:
3-8349-2844-5, 978-3-8349-2844-3
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: schlaefer, schlaf, schläfer
Título del libro: isch, defa, schläfer, recovery
Datos del la editorial
Autor: Timo Schläfer
Título: Recovery Risk in Credit Default Swap Premia
Editorial: Gabler Verlag; Betriebswirtschaftlicher Verlag Gabler
112 Páginas
Año de publicación: 2011-04-05
Wiesbaden; DE
Impreso en
Idioma: Inglés
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.Más, otros libros, que pueden ser muy parecidos a este:
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