Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructurings /
I tiakina i:
| Kaituhi matua: | |
|---|---|
| Kaituhi rangatōpū: | |
| Hōputu: | Tāhiko īPukapuka |
| Reo: | Ingarihi |
| I whakaputaina: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2006.
|
| Rangatū: | Lecture Notes in Economics and Mathematical Systems,
582 |
| Ngā marau: | |
| Urunga tuihono: | http://dx.doi.org/10.1007/978-3-540-37449-7 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|
Ngā tūemi rite: Sovereign Default Risk Valuation
- The Market Approach to Comparable Company Valuation
- Market-Conform Valuation of Options
- Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /
- Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
- Risk Assessment Decisions in Banking and Finance /
- Private Equity Exits Divestment Process Management for Leveraged Buyouts /