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pro vyhledávání: '"Hager, Svenja"'
Autor:
Hager, Svenja.
Publikováno v:
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Diss. Univ. Tübingen, 2007.
Autor:
Hager, Svenja
Zugl.: Tübingen, Univ., Diss., 2007
Externí odkaz:
http://d-nb.info/98714362X/04
Autor:
Hager, Svenja, Schöbel, Rainer
Even if the correct modeling of default dependence is essential for the valuation of portfolio credit derivatives, for the pricing of synthetic CDOs a one-factor Gaussian copula model with constant and equal pairwise correlations for all assets in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::06f1f4450b4ff070c873f39c9df14f72
https://hdl.handle.net/10900/47472
https://hdl.handle.net/10900/47472
Autor:
Hager, Svenja, Schöbel, Rainer
The correct modeling of default dependence is essential for the valuation of multiname credit derivatives. However for the pricing of synthetic CDOs a one-factor Gaussian copula model with constant and equal pairwise correlations, default intensities
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::fad88d9a8bf887c9ec1b8418a3881a3d
https://hdl.handle.net/10900/47441
https://hdl.handle.net/10900/47441
Autor:
Hager, Svenja
Publikováno v:
Pricing Portfolio Credit Derivatives By Means of Evolutionary Algorithms; 2008, p73-89, 17p
Autor:
Hager, Svenja
Publikováno v:
Pricing Portfolio Credit Derivatives By Means of Evolutionary Algorithms; 2008, p1-5, 5p
Autor:
Hager, Svenja
Publikováno v:
Pricing Portfolio Credit Derivatives By Means of Evolutionary Algorithms; 2008, p147-160, 14p
Autor:
Hager, Svenja
Publikováno v:
Pricing Portfolio Credit Derivatives By Means of Evolutionary Algorithms; 2008, p91-107, 17p
Autor:
Hager, Svenja
Publikováno v:
Pricing Portfolio Credit Derivatives By Means of Evolutionary Algorithms; 2008, p109-142, 34p