Essays on collateralized debt obligations and credit default swaps : dynamic correlation modeling, measuring systematic risk, and cross-sectional pricing of common risks

Original version

Löhr, Sebastian: Essays on collateralized debt obligations and credit default swaps : dynamic correlation modeling, measuring systematic risk, and cross-sectional pricing of common risks. Hannover : Gottfried Wilhelm Leibniz Universität Hannover, Diss, 2013, 224 S.

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To cite the version in the repository, please use this identifier: https://doi.org/10.15488/8119

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Abstract:
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License of this version: Es gilt deutsches Urheberrecht. Das Dokument darf zum eigenen Gebrauch kostenfrei genutzt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.
Publication type: DoctoralThesis
Publishing status: publishedVersion
Publication date: 2013
Keywords english: Systematic risk, collateralized debt obligation, credit default swap
DDC: 330 | Wirtschaft

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