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Implizite Ausfallwahrscheinlichkeiten von Unternehmensanleihen

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Brand
Springer Nature
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N/A
Part Number
0
GTIN
9783834984425
Condition
New
Product Description

Festverzinsliche Wertpapiere haben sich zu einem wichtigen Bestandteil der Finanzierungstheorie entwickelt. Auch am Kapitalmarkt verzeichnen Unternehmensanleihen ein starkes Wachstum. Der Modellierung und Analyse von Ausfallrisiken kommt deshalb in der wissenschaftlichen Forschung eine besondere Stellung zu. Simon Schiffel untersucht, wie ein geeignetes Approximationsverfahren zur Bestimmung der Zinsstruktur aussehen sollte, um bereits aus wenigen Anleihedaten die Zinsstruktur zu schtzen. Hieraus lassen sich implizite Ausfallwahrscheinlichkeiten von Unternehmensanleihen errechnen und empirisch analysieren.

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