Browsing Rechts-, Wirtschafts- und Sozialwissenschaften by Advisor "Benner, Wolfgang Prof. Dr."
Now showing items 1-4 of 4
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Zeit- und Volatilitätsstruktur von Zinssätzen - Modellierung, Implementierung, Kalibrierung
(2007-12-07)The thesis traces the modelling developments of the term structure of interest rates from the beginnings in the early seventies of the last century up to the multifactorial cross-currency stochastic volatility Libor ... -
Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Debt Obligations bei heterogenen Referenzportfolios
(2006-06-02)Collateralized Debt Obligations (CDOs) have nowadays become an integral part of all asset-backed securities issuances. It is noteworthy that credit derivative-based synthetic CDO structures ...