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Modellierung und Bewertung von Kreditrisiken

Modellierung und Bewertung von Kreditrisiken

Peter Grundke

96,64 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2003
Materia
Finanzas
ISBN:
9783824491117
96,64 €
IVA incluido
Disponible

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Sobre IBD

Peter Grundke vergleicht die Bewertungsergebnisse verschiedener Ansätze zur Bestimmung risikoadäquater Preise für ausfallbedrohte Finanztitel. Er analysiert zudem ratingbasierte Bewertungsmodelle, entwickelt realitätsnähere Modellvarianten und bewertet innerhalb dieser zahlreiche Kreditderivatformen. Um die Unterschätzung unerwarteter Verluste eines Kreditportfolios zu vermeiden, verknüpft er darüber hinaus ratingbasierte Bewertungsmodelle mit im Risikomanagement verwendeten Kreditportfoliomodellen.

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