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Konversionsfaktoren Für Future-Kontrakte Auf Ausfallrisikobehaftete Anleihen (English, Klaus Düllmann)
Deutscher Universitatsverlag

Konversionsfaktoren Für Future-Kontrakte Auf Ausfallrisikobehaftete Anleihen (English, Klaus Düllmann)

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About the Book

Klaus Düllmann entwickelt spezielle Konversionsfaktorsysteme, die das emittentenabhängige Ausfallrisiko der einlieferbaren Anleihen berücksichtigen und analysiert, wie der Wert der Lieferoption, bei dem sich Zinsänderungs- und Kreditrisiko überlagern, von dem Konversionsfaktorsystem abhängt.

ISBN: 9783824477357

Book Specifications

ISBN-139783824477357
ISBN-103824477351
PublisherDeutscher Universitatsverlag
CategoryDeutscher Universitatsverlag

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