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Liquiditatsspreads Im Gleichgewicht Auf Illiquiden Anleihemarkten (German, Paperback, 2007 ed.): Peter Sauerbier Liquiditatsspreads Im Gleichgewicht Auf Illiquiden Anleihemarkten (German, Paperback, 2007 ed.)
Peter Sauerbier; Foreword by Prof Dr Wolfgang Buhler
R1,887 Discovery Miles 18 870
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Peter Sauerbier untersucht die Eigenschaften von Liquiditatsspreads auf Anleihemarkten und entwickelt ein Gleichgewichtsmodell mit heterogenen Investoren, denen Anleihen mit unterschiedlicher Liquiditat zu Anlagezwecken zur Verfugung stehen. Der gewahlte Modellrahmen erlaubt es insbesondere, die Auswirkungen von Zinsunsicherheit und der endlichen Laufzeit von Anleihen zu analysieren.

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