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Deutscher Universitätsverlag Die Risikostruktur von Industrieanleihen: Eine ökonometrische Untersuchung unter Verwendung ordinaler Kredit-Ratings

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Description

Die Fremdkapitalbeschaffung mit Hilfe von Industrieanleihen gewinnt auch in Europa immer stärker an Bedeutung. Der Autor gibt einen Überblick über das Zustandekommen von Ratings und stellt verschiedene Kredit-Rating- und Kredit-Risiko-Modelle vor. From the Back Cover Die Fremdkapitalbeschaffung mit Hilfe von Industrieanleihen gewinnt auch in Europa immer stärker an Bedeutung. Derartige Instrumente lassen sich auf unterschiedliche Weise modellieren: theoretisch unter Verwendung stochastischer Prozesse, praktisch unter Verwendung ordinaler Kredit-Ratings. Peter von Tessin gibt einen Überblick über das Zustandekommen von Ratings und stellt verschiedene Kredit-Rating- und Kredit-Risiko-Modelle auf Basis unternehmensspezifischer Bilanzdaten vor. Im Mittelpunkt der Untersuchung stehen Modelle der polyseriellen Korrelation und ökonometrische Modelle mit ordinalen Einflussvariablen. About the Author Dr. Peter von Tessin promovierte am Lehrstuhl für Statistik, Ökonometrie und Empirische Wirtschaftsforschung der Universität Tübingen bei Prof. Dr. Gerd Ronning.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
21 June 1999
Listed Since
17 August 2012

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