Valuation of portfolio credit derivatives: theory and application
Gespeichert in:
1. Verfasser: | |
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Format: | Abschlussarbeit Buch |
Sprache: | English |
Veröffentlicht: |
Aachen
Shaker
2007
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Schriftenreihe: | Berichte aus der Betriebswirtschaft
Betriebswirtschaft |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XII, 115 S. graph. Darst. 210 mm x 148 mm, 200 gr. |
ISBN: | 9783832259112 3832259112 |
Internformat
MARC
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024 | 3 | |a 9783832259112 | |
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100 | 1 | |a Moosbrucker, Thomas |e Verfasser |4 aut | |
245 | 1 | 0 | |a Valuation of portfolio credit derivatives |b theory and application |c Thomas Moosbrucker |
264 | 1 | |a Aachen |b Shaker |c 2007 | |
300 | |a XII, 115 S. |b graph. Darst. |c 210 mm x 148 mm, 200 gr. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 0 | |a Berichte aus der Betriebswirtschaft | |
490 | 0 | |a Betriebswirtschaft | |
502 | |a Zugl.: Köln, Univ., Diss., 2007 | ||
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650 | 0 | 7 | |a Bewertung |0 (DE-588)4006340-9 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Finanzinstrument |0 (DE-588)4461672-7 |2 gnd |9 rswk-swf |
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689 | 1 | 2 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
689 | 1 | 3 | |a Finanzinstrument |0 (DE-588)4461672-7 |D s |
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999 | |a oai:aleph.bib-bvb.de:BVB01-015589477 |
Datensatz im Suchindex
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adam_text | Contents
List of Tables
List of Figures
List of Symbols
List of Abbreviations
1
2
2.1
2.2
2.3
2.4
3
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
4
4.1
4.2
4.3
5
5.1
5.2
5.3
5.4
5.5
5.6
6
6.1
6.2
6.3
6.4
6.5
7
A Infinitely Divisible Distributions
A.I NIG Distributions
A.2 VG Distributions
A.3 MJD Distributions
A.4 KJD Distributions
8
References
|
adam_txt |
Contents
List of Tables
List of Figures
List of Symbols
List of Abbreviations
1
2
2.1
2.2
2.3
2.4
3
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
4
4.1
4.2
4.3
5
5.1
5.2
5.3
5.4
5.5
5.6
6
6.1
6.2
6.3
6.4
6.5
7
A Infinitely Divisible Distributions
A.I NIG Distributions
A.2 VG Distributions
A.3 MJD Distributions
A.4 KJD Distributions
8
References |
any_adam_object | 1 |
any_adam_object_boolean | 1 |
author | Moosbrucker, Thomas |
author_facet | Moosbrucker, Thomas |
author_role | aut |
author_sort | Moosbrucker, Thomas |
author_variant | t m tm |
building | Verbundindex |
bvnumber | BV022380484 |
classification_rvk | QK 660 |
ctrlnum | (OCoLC)160095610 (DE-599)BVBBV022380484 |
dewey-full | 332.632042 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.632042 |
dewey-search | 332.632042 |
dewey-sort | 3332.632042 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
discipline_str_mv | Wirtschaftswissenschaften |
format | Thesis Book |
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genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
genre_facet | Hochschulschrift |
id | DE-604.BV022380484 |
illustrated | Illustrated |
index_date | 2024-07-02T17:11:09Z |
indexdate | 2024-07-09T20:56:22Z |
institution | BVB |
isbn | 9783832259112 3832259112 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015589477 |
oclc_num | 160095610 |
open_access_boolean | |
owner | DE-355 DE-BY-UBR DE-12 DE-703 DE-188 |
owner_facet | DE-355 DE-BY-UBR DE-12 DE-703 DE-188 |
physical | XII, 115 S. graph. Darst. 210 mm x 148 mm, 200 gr. |
publishDate | 2007 |
publishDateSearch | 2007 |
publishDateSort | 2007 |
publisher | Shaker |
record_format | marc |
series2 | Berichte aus der Betriebswirtschaft Betriebswirtschaft |
spelling | Moosbrucker, Thomas Verfasser aut Valuation of portfolio credit derivatives theory and application Thomas Moosbrucker Aachen Shaker 2007 XII, 115 S. graph. Darst. 210 mm x 148 mm, 200 gr. txt rdacontent n rdamedia nc rdacarrier Berichte aus der Betriebswirtschaft Betriebswirtschaft Zugl.: Köln, Univ., Diss., 2007 Risikomanagement (DE-588)4121590-4 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Finanzinstrument (DE-588)4461672-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Risikomanagement (DE-588)4121590-4 s Kreditrisiko (DE-588)4114309-7 s Finanzinstrument (DE-588)4461672-7 s Bewertung (DE-588)4006340-9 s DE-604 Derivat Wertpapier (DE-588)4381572-8 s DE-188 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015589477&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Moosbrucker, Thomas Valuation of portfolio credit derivatives theory and application Risikomanagement (DE-588)4121590-4 gnd Kreditrisiko (DE-588)4114309-7 gnd Bewertung (DE-588)4006340-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Finanzinstrument (DE-588)4461672-7 gnd |
subject_GND | (DE-588)4121590-4 (DE-588)4114309-7 (DE-588)4006340-9 (DE-588)4381572-8 (DE-588)4461672-7 (DE-588)4113937-9 |
title | Valuation of portfolio credit derivatives theory and application |
title_auth | Valuation of portfolio credit derivatives theory and application |
title_exact_search | Valuation of portfolio credit derivatives theory and application |
title_exact_search_txtP | Valuation of portfolio credit derivatives theory and application |
title_full | Valuation of portfolio credit derivatives theory and application Thomas Moosbrucker |
title_fullStr | Valuation of portfolio credit derivatives theory and application Thomas Moosbrucker |
title_full_unstemmed | Valuation of portfolio credit derivatives theory and application Thomas Moosbrucker |
title_short | Valuation of portfolio credit derivatives |
title_sort | valuation of portfolio credit derivatives theory and application |
title_sub | theory and application |
topic | Risikomanagement (DE-588)4121590-4 gnd Kreditrisiko (DE-588)4114309-7 gnd Bewertung (DE-588)4006340-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Finanzinstrument (DE-588)4461672-7 gnd |
topic_facet | Risikomanagement Kreditrisiko Bewertung Derivat Wertpapier Finanzinstrument Hochschulschrift |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015589477&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT moosbruckerthomas valuationofportfoliocreditderivativestheoryandapplication |