Recovery Risk in Credit Default Swap Premia Timo Schläfer Taschenbuch Englisch 2011 - Livres de poche
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… Plus…
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Recovery Risk in Credit Default Swap Premia Timo Schläfer Taschenbuch Englisch 2011 - Livres de poche
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… Plus…
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… Plus…
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2011, ISBN: 3834928445
[EAN: 9783834928443], Neubuch, [PU: Gabler Verlag], KREDITSICHERUNG - KREDITSICHERHEIT CREDITRISK DEFAULTRATE LOAN-ONLYCREDITDEFAULTSWAP RECOVERYRATE RISKPREMIA WIRTSCHAFT BETRIEBSWIRTSCH… Plus…
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2011, ISBN: 9783834928443
Buch, Softcover, 2011, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher Verlag Gabler, 2011
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Recovery Risk in Credit Default Swap Premia Timo Schläfer Taschenbuch Englisch 2011 - Livres de poche
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… Plus…
Schläfer, Timo:
Recovery Risk in Credit Default Swap Premia Timo Schläfer Taschenbuch Englisch 2011 - Livres de poche2011, 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… Plus…
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… Plus…
2011, ISBN: 3834928445
[EAN: 9783834928443], Neubuch, [PU: Gabler Verlag], KREDITSICHERUNG - KREDITSICHERHEIT CREDITRISK DEFAULTRATE LOAN-ONLYCREDITDEFAULTSWAP RECOVERYRATE RISKPREMIA WIRTSCHAFT BETRIEBSWIRTSCH… Plus…
2011, ISBN: 9783834928443
Buch, Softcover, 2011, [PU: Betriebswirtschaftlicher Verlag Gabler], Betriebswirtschaftlicher Verlag Gabler, 2011
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Informations détaillées sur le livre - Recovery Risk in Credit Default Swap Premia
EAN (ISBN-13): 9783834928443
ISBN (ISBN-10): 3834928445
Version reliée
Livre de poche
Date de parution: 2011
Editeur: Betriebswirtschaftlicher Verlag Gabler
112 Pages
Poids: 0,202 kg
Langue: eng/Englisch
Livre dans la base de données depuis 2008-08-25T10:36:19+02:00 (Paris)
Page de détail modifiée en dernier sur 2024-01-11T08:27:27+01:00 (Paris)
ISBN/EAN: 9783834928443
ISBN - Autres types d'écriture:
3-8349-2844-5, 978-3-8349-2844-3
Autres types d'écriture et termes associés:
Auteur du livre: schlaefer, schlaf, schläfer
Titre du livre: isch, defa, schläfer, recovery
Données de l'éditeur
Auteur: Timo Schläfer
Titre: Recovery Risk in Credit Default Swap Premia
Editeur: Gabler Verlag; Betriebswirtschaftlicher Verlag Gabler
112 Pages
Date de parution: 2011-04-05
Wiesbaden; DE
Imprimé / Fabriqué en
Langue: Anglais
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.Autres livres qui pourraient ressembler au livre recherché:
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