Pricing Credit Derivatives in a Libor Market Model (Paperback)
10 Angebote vergleichen

Lieferung aus: Vereinigte Staaten von Amerika, Versandkosten nach: CHE.
Von Händler/Antiquariat, BuySomeBooks.
Grin Verlag. Paperback. New. Paperback. 88 pages. Dimensions: 8.1in. x 5.8in. x 0.3in.Diploma Thesis from the year 2002 in the subject Business economics - Investment and Finance, grade: 1, 0, University of Bonn (Institut fr Gesellschafts- und Wirtschaftswissenschaften, Statistische Abteilung), 48 entries in the bibliography, language: English, comment: The growing importance of credit derivatives creates the need to price them in a market consistent manner. In this thesis the well known and accepted Libor Market Modelis extended following Schoenbucher (2000). The thesis consists of two main parts: one describing and explaining the theoretical framework that will yield the pricing formulae for credit derivatives, and a second part explaining how to practically implement and calibrate the model. , abstract: The growing importance of credit derivatives creates the need to price them in a market consistent manner. In this thesis the well known and accepted Libor Market Model is extended following Schnbucher (2000). The thesis consists of two main parts: one describing and explaining the theoretical framework that will yield the pricing formulae for credit derivatives, and a second part explaining how to practically implement and calibrate the model. The second part also reports results of our implementation. We show that approximations introduced by Schnbucher (2000) hold and that the model can be used to price defaultable bonds, credit default swaps as well as options on credit default swaps. The thesis has been written at the Department of Statistics, University of Bonn in cooperation with Deutsche Postbank AG Credit Risk Management. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.

Lieferung aus: Schweiz, Versandfertig innert 6 - 9 Tagen.
Pricing credit derivatives in a ´Libor Market Model´, Diploma Thesis from the year 2002 in the subject Business economics - Investment and Finance, grade: 1,0, University of Bonn (Institut für Gesellschafts- und Wirtschaftswissenschaften, Statistische Abteilung), 48 entries in the bibliography, language: English, comment: The growing importance of credit derivatives creates the need to price them in a market consistent manner. In this thesis the well known and accepted Libor Market Modelis extended following Schoenbucher (2000). The thesis consists of two main parts: one describing and explaining the theoretical framework that will yield the pricing formulae for credit derivatives, and a second part explaining how to practically implement and calibrate the model. , abstract: The growing importance of credit derivatives creates the need to price them in a market consistent manner. In this thesis the well known and accepted Libor Market Model is extended following Schönbucher (2000). The thesis consists of two main parts: one describing and explaining the theoretical framework that will yield the pricing formulae for credit derivatives, and a second part explaining how to practically implement and calibrate the model. The second part also reports results of our implementation. We show that approximations introduced by Schönbucher (2000) hold and that the model can be used to price defaultable bonds, credit default swaps as well as options on credit default swaps.The thesis has been written at the Department of Statistics, University of Bonn in cooperation with Deutsche Postbank AG Credit Risk Management. Taschenbuch, 14.08.2007.

Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, Serendipity UnLtd.
Diploma Thesis from the year 2002 in the subject Business economics - Investment and Finance, grade: 1,0, University of Bonn (Institut für Gesellschafts- und Wirtschaftswissenschaften, Statistische Abteilung), 48 entries in the bibliography, language: English, comment: The growing importance of credit derivatives creates the need to price them in a market consistent manner. In this thesis the well known and accepted Libor Market Modelis extended following Schoenbucher (2000). The thesis consists of two main parts: one describing and explaining the theoretical framework that will yield the pricing formulae for credit derivatives, and a second part explaining how to practically implement and calibrate the model. , abstract: The growing importance of credit derivatives creates the need to price them in a market consistent manner. In this thesis the well known and accepted Libor Market Model is extended following Schönbucher (2000). The thesis consists of two main parts: one describing and explaining the theoretical framework that will yield the pricing formulae for credit derivatives, and a second part explaining how to practically implement and calibrate the model. The second part also reports results of our implementation. We show that approximations introduced by Schönbucher (2000) hold and that the model can be used to price defaultable bonds, credit default swaps as well as options on credit default swaps. The thesis has been written at the Department of Statistics, University of Bonn in cooperation with Deutsche Postbank AG Credit Risk Management. Paperback, Label: GRIN Verlag, GRIN Verlag, Produktgruppe: Book, Publiziert: 2013-07-26, Studio: GRIN Verlag, Verkaufsrang: 11351159.

Lieferung aus: Schweiz, 14.08.2007.
Pricing credit derivatives in a ´Libor Market Model´, Diploma Thesis from the year 2002 in the subject Business economics - Investment and Finance, grade: 1,0, University of Bonn (Institut für Gesellschafts- und Wirtschaftswissenschaften, Statistische Abteilung), 48 entries in the bibliography, language: English, comment: The growing importance of credit derivatives creates the need to price them in a market consistent manner. In this thesis the well known and accepted Libor Market Modelis extended following Schoenbucher (2000). The thesis consists of two main parts: one describing and explaining the theoretical framework that will yield the pricing formulae for credit derivatives, and a second part explaining how to practically implement and calibrate the model. , abstract: The growing importance of credit derivatives creates the need to price them in a market consistent manner. In this thesis the well known and accepted Libor Market Model is extended following Schönbucher (2000). The thesis consists of two main parts: one describing and explaining the theoretical framework that will yield the pricing formulae for credit derivatives, and a second part explaining how to practically implement and calibrate the model. The second part also reports results of our implementation. We show that approximations introduced by Schönbucher (2000) hold and that the model can be used to price defaultable bonds, credit default swaps as well as options on credit default swaps.The thesis has been written at the Department of Statistics, University of Bonn in cooperation with Deutsche Postbank AG Credit Risk Management.

Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen

Lieferung aus: Deutschland, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen

Lieferung aus: Deutschland, sofort lieferbar.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen

Lieferung aus: Frankreich, Expédition sous 1 à 2 jours ouvrés.
Von Händler/Antiquariat, Book Depository FR.
Broché, Label: GRIN Verlag, GRIN Verlag, Produktgruppe: Book, Publiziert: 2013-07-26, Studio: GRIN Verlag.

Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkostenfrei.
Pricing credit derivatives in a 'Libor Market Model' ab 26.99 EURO.

Lieferung aus: Deutschland, Versandkosten.