Estimating asset correlations from stock prices or default rates - which method is superior ?:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2008
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies
2008,4 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Zsfassung in dt. Sprache. - Online-Ausg. im Internet |
| Beschreibung: | 40 S. graph. Darst. |
| ISBN: | 9783865583963 9783865583970 |
Internformat
MARC
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| 020 | |a 9783865583970 |c (Internetversion) |9 978-3-86558-397-0 | ||
| 035 | |a (OCoLC)229452051 | ||
| 035 | |a (DE-599)BVBBV023291549 | ||
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| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-20 | ||
| 100 | 1 | |a Düllmann, Klaus |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Estimating asset correlations from stock prices or default rates - which method is superior ? |c Klaus Düllmann ; Jonathan Küll ; Michael Kunisch |
| 264 | 1 | |a Frankfurt am Main |b Dt. Bundesbank |c 2008 | |
| 300 | |a 40 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies |v 2008,4 | |
| 500 | |a Zsfassung in dt. Sprache. - Online-Ausg. im Internet | ||
| 650 | 7 | |a Asset-Backed Security |2 swd | |
| 650 | 7 | |a Ausfallrisiko |2 swd | |
| 650 | 7 | |a Firmenwert |2 swd | |
| 650 | 7 | |a Kreditgeschäft |2 swd | |
| 650 | 7 | |a Portfolio Selection |2 swd | |
| 700 | 1 | |a Küll, Jonathan |e Verfasser |4 aut | |
| 700 | 1 | |a Kunisch, Michael |e Verfasser |4 aut | |
| 810 | 2 | |a Deutsche Bundesbank |t Discussion paper |v Series 2, Banking and financial studies ; 2008,4 |w (DE-604)BV017940023 |9 2008,4 | |
| 856 | 4 | 1 | |u http://hdl.handle.net/10419/19781 |x Verlag |z kostenfrei |3 Volltext |
| 912 | |a ebook | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016476148 | ||
Datensatz im Suchindex
| _version_ | 1804137615147925504 |
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| author | Düllmann, Klaus Küll, Jonathan Kunisch, Michael |
| author_facet | Düllmann, Klaus Küll, Jonathan Kunisch, Michael |
| author_role | aut aut aut |
| author_sort | Düllmann, Klaus |
| author_variant | k d kd j k jk m k mk |
| building | Verbundindex |
| bvnumber | BV023291549 |
| collection | ebook |
| ctrlnum | (OCoLC)229452051 (DE-599)BVBBV023291549 |
| format | Book |
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| id | DE-604.BV023291549 |
| illustrated | Illustrated |
| index_date | 2024-07-02T20:43:24Z |
| indexdate | 2024-07-09T21:15:06Z |
| institution | BVB |
| isbn | 9783865583963 9783865583970 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016476148 |
| oclc_num | 229452051 |
| open_access_boolean | 1 |
| owner | DE-12 DE-20 |
| owner_facet | DE-12 DE-20 |
| physical | 40 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies |
| spelling | Düllmann, Klaus Verfasser aut Estimating asset correlations from stock prices or default rates - which method is superior ? Klaus Düllmann ; Jonathan Küll ; Michael Kunisch Frankfurt am Main Dt. Bundesbank 2008 40 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies 2008,4 Zsfassung in dt. Sprache. - Online-Ausg. im Internet Asset-Backed Security swd Ausfallrisiko swd Firmenwert swd Kreditgeschäft swd Portfolio Selection swd Küll, Jonathan Verfasser aut Kunisch, Michael Verfasser aut Deutsche Bundesbank Discussion paper Series 2, Banking and financial studies ; 2008,4 (DE-604)BV017940023 2008,4 http://hdl.handle.net/10419/19781 Verlag kostenfrei Volltext |
| spellingShingle | Düllmann, Klaus Küll, Jonathan Kunisch, Michael Estimating asset correlations from stock prices or default rates - which method is superior ? Asset-Backed Security swd Ausfallrisiko swd Firmenwert swd Kreditgeschäft swd Portfolio Selection swd |
| title | Estimating asset correlations from stock prices or default rates - which method is superior ? |
| title_auth | Estimating asset correlations from stock prices or default rates - which method is superior ? |
| title_exact_search | Estimating asset correlations from stock prices or default rates - which method is superior ? |
| title_exact_search_txtP | Estimating asset correlations from stock prices or default rates - which method is superior ? |
| title_full | Estimating asset correlations from stock prices or default rates - which method is superior ? Klaus Düllmann ; Jonathan Küll ; Michael Kunisch |
| title_fullStr | Estimating asset correlations from stock prices or default rates - which method is superior ? Klaus Düllmann ; Jonathan Küll ; Michael Kunisch |
| title_full_unstemmed | Estimating asset correlations from stock prices or default rates - which method is superior ? Klaus Düllmann ; Jonathan Küll ; Michael Kunisch |
| title_short | Estimating asset correlations from stock prices or default rates - which method is superior ? |
| title_sort | estimating asset correlations from stock prices or default rates which method is superior |
| topic | Asset-Backed Security swd Ausfallrisiko swd Firmenwert swd Kreditgeschäft swd Portfolio Selection swd |
| topic_facet | Asset-Backed Security Ausfallrisiko Firmenwert Kreditgeschäft Portfolio Selection |
| url | http://hdl.handle.net/10419/19781 |
| volume_link | (DE-604)BV017940023 |
| work_keys_str_mv | AT dullmannklaus estimatingassetcorrelationsfromstockpricesordefaultrateswhichmethodissuperior AT kulljonathan estimatingassetcorrelationsfromstockpricesordefaultrateswhichmethodissuperior AT kunischmichael estimatingassetcorrelationsfromstockpricesordefaultrateswhichmethodissuperior |