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Die Komponenten des Kreditspreads

Die Komponenten des Kreditspreads

Ulf Bachmann

96,61 €
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Editorial:
Springer Nature B.V.
Año de edición:
2004
Materia
Finanzas
ISBN:
9783824481460
96,61 €
IVA incluido
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Ulf Bachmann erklärt auf der Basis US-amerikanischer Indizes die Kreditspreads und zeigt, dass das Ausfallrisiko im Vergleich zu Liquidität und systematischen Faktoren für die Höhe des Spreads eine untergeordnete Rolle spielt. Er erläutert Einflussfaktoren und Verbundeffekte zwischen den identifizierten Komponenten des Spreads und analysiert sie im Zeitablauf.

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