Details
| Translated title of the contribution | Aufsätze über Collateralized Debt Obligations und Credit Default Swaps: dynamische Korrelationsmodellierung, Messung des systematischen Risikos und Querschnittspreise für allgemeine Risiken |
|---|---|
| Original language | English |
| Qualification | Doctor rerum politicarum |
| Awarding Institution | |
| Supervised by |
|
| Publication status | Published - 2013 |
Abstract
no abstract
Keywords
- collateralized debt obligation, credit default swap, systematic risk
ASJC Scopus subject areas
- Business, Management and Accounting(all)
- General Business,Management and Accounting
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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.
Research output: Thesis › Doctoral thesis
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, Leibniz University 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. [Doctoral thesis, Leibniz University Hannover]. https://doi.org/10.15488/8119
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Download
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