Details
| Titel in Übersetzung | Aufsätze über Collateralized Debt Obligations und Credit Default Swaps: dynamische Korrelationsmodellierung, Messung des systematischen Risikos und Querschnittspreise für allgemeine Risiken |
|---|---|
| Originalsprache | Englisch |
| Qualifikation | Doctor rerum politicarum |
| Gradverleihende Hochschule | |
| Betreut von |
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| Publikationsstatus | Veröffentlicht - 2013 |
Abstract
no abstract
ASJC Scopus Sachgebiete
- Betriebswirtschaft, Management und Rechnungswesen (insg.)
- Allgemeine Unternehmensführung und Buchhaltung
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Essays on collateralized debt obligations and credit default swaps: dynamic correlation modeling, measuring systematic risk, and cross-sectional pricing of common risks. / Löhr, Sebastian.
2013.
2013.
Publikation: Qualifikations-/Studienabschlussarbeit › Dissertation
Löhr, S 2013, 'Essays on collateralized debt obligations and credit default swaps: dynamic correlation modeling, measuring systematic risk, and cross-sectional pricing of common risks', Doctor rerum politicarum, Gottfried Wilhelm Leibniz Universität Hannover. https://doi.org/10.15488/8119
Löhr, S. (2013). Essays on collateralized debt obligations and credit default swaps: dynamic correlation modeling, measuring systematic risk, and cross-sectional pricing of common risks. [Dissertation, Gottfried Wilhelm Leibniz Universität Hannover]. https://doi.org/10.15488/8119
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