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Modellierung Und Bewertung Von Kreditrisiken (German, Paperback, 2003 ed.) Loot Price: R2,042
Discovery Miles 20 420
Repayment Terms: R191 pm x 12*
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Modellierung Und Bewertung Von Kreditrisiken (German, Paperback, 2003 ed.): Peter Grundke

Modellierung Und Bewertung Von Kreditrisiken (German, Paperback, 2003 ed.)

Peter Grundke

Series: Beitrage Zur Betriebswirtschaftlichen Forschung, 105

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Loot Price R2,042 Discovery Miles 20 420 | Repayment Terms: R191 pm x 12*

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Peter Grundke vergleicht die Bewertungsergebnisse verschiedener Ansatze zur Bestimmung risikoadaquater Preise fur ausfallbedrohte Finanztitel. Er analysiert zudem ratingbasierte Bewertungsmodelle, entwickelt realitatsnahere Modellvarianten und bewertet innerhalb dieser zahlreiche Kreditderivatformen. Um die Unterschatzung unerwarteter Verluste eines Kreditportfolios zu vermeiden, verknupft er daruber hinaus ratingbasierte Bewertungsmodelle mit im Risikomanagement verwendeten Kreditportfoliomodellen.
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General

Imprint: Deutscher Universitats Verlag
Country of origin: United Kingdom
Series: Beitrage Zur Betriebswirtschaftlichen Forschung, 105
Release date: April 2003
First published: April 2003
Authors: Peter Grundke
Dimensions: 210 x 148 x 20mm (L x W x T)
Format: Paperback - Trade
Pages: 337
Edition: 2003 ed.
ISBN-13: 978-3-8244-9111-7
Languages: German
Subtitles: German
Categories: Books > Business & Economics > Finance & accounting > Accounting > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 3-8244-9111-7
Barcode: 9783824491117

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