Modelling German Covered Bonds

Modelling German Covered Bonds

Manuela Spangler deals with the default risk modelling of German covered bonds (Pfandbriefe). Existing credit risk models are not suitable for this purpose as they only consider the creditworthiness of the issuer while product-specific features are not taken into account. The author develops a multi...

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Bibliographic Details
Main Author: Spangler, Manuela (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Spektrum, 2018.
Edition:1st ed. 2018.
Series:Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics,
Subjects:
Economics, Mathematical .
Risk management.
Financial engineering.
Quantitative Finance.
Risk Management.
Financial Engineering.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
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