LIBROS DEL AUTOR: manuela spangler

2 resultados para LIBROS DEL AUTOR: manuela spangler

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  • Modelling German Covered Bonds
    Manuela Spangler
    Manuela Spangler deals with the default risk modelling of German covered bonds (Pfandbriefe). Existing credit risk models are not suitable for this purpose as they only consider the creditworthiness of the issuer while product-specific features are not taken into account. The author develops a multi-period simulation-based Pfandbrief model which adequately accounts for the prod...
    Disponible

    78,62 €

  • Modelling German Covered Bonds
    Manuela Spangler
    Manuela Spangler deals with the default risk modelling of German covered bonds (Pfandbriefe). Existing credit risk models are not suitable for this purpose as they only consider the creditworthiness of the issuer while product-specific features are not taken into account. The author develops a multi-period simulation-based Pfandbrief model which adequately accounts for the prod...
    Disponible

    48,06 €