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Kreditderivate und Kreditrisikomodelle

Kreditderivate und Kreditrisikomodelle

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783834891440
Condition
New
Product Description

Ein einfhrendes Lehrbuch, dessen Adressaten Studierende und Praktiker sind. Die Autoren gehen dabei einen Mittelweg zwischen Theorie und praktischer Anwendung von Kreditderivaten und Kreditrisikomodellen. Thematisch werden die fr das tgliche Bankgeschft relevanten Aspekte angesprochen. Fr Praktiker bietet das Werk eine systematische Darstellung der methodischen Grundlagen ihrer tglichen Arbeit, z.B. in Bezug auf die Implementierung von Risikomesssystemen oder die Bewertung von Single Tranche CDO Swaps auf liquide Kreditindizes der iTraxx- oder CDX-Indexfamilie unter Bercksichtigung des Skews der Basiskorrelationen.

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