Benkert christoph (12 resultados)

Condición: New.

Condición: New. pp. 152.

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Condición: New. pp. 152 Illus.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling framework a broad range of promising specifications is tested using corporate bond data. The book provides one of the most comprehensive empirical studies in the field, from Kalman filtration of affine term structure models to the use of Efficient Method of Moments estimation of dynamic term structure models in a default risky context. Filling another gap in empirical research, the book devotes special attention to the identification factors that can explain credit default swap premia. …

Taschenbuch. Condición: Neu. Default Risk in Bond and Credit Derivatives Markets | Christoph Benkert | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | ix | Englisch | 2004 | Springer | EAN 9783540220411 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Softcover. Condición: gut. 2004. Default Risk in Bond and Credit Derivatives Markets In deutscher Sprache. pages.

PF. Condición: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling framework a broad range of promising specifications is tested using corporate bond data. The book provides one of the most comprehensive empirical studies in the field, from Kalman filtration of affine term structure models to the use of Efficient Method of Moments estimation of dynamic term structure models in a default risky context. Filling another gap in empirical research, the book devotes special attention to the identification factors that can explain credit default swap premia. 152 pp. Englisch.…

Condición: New. PRINT ON DEMAND pp. 152.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling fram.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling framework a broad range of promising specifications is tested using corporate bond data. The book provides one of the most comprehensive empirical studies in the field, from Kalman filtration of affine term structure models to the use of Efficient Method of Moments estimation of dynamic term structure models in a default risky context. Filling another gap in empirical research, the book devotes special attention to the identification factors that can explain credit default swap premia.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 152 pp. Englisch.…