Modelling German Covered Bonds
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 ta
- PDF / 4,696,527 Bytes
- 275 Pages / 419.528 x 595.276 pts Page_size
- 1 Downloads / 221 Views
Manuela Spangler
Modelling German Covered Bonds
Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics Reihe herausgegeben von R. Werner, Augsburg, Deutschland T. Harks, Augsburg, Deutschland V. Shikhman, Chemnitz, Deutschland
In der Reihe werden Arbeiten zu aktuellen Themen der mathematischen Optimie rung und der Wirtschaftsmathematik publiziert. Hierbei werden sowohl Themen aus Grundlagen, Theorie und Anwendung der Wirtschafts-, Finanz- und Ver sicherungsmathematik als auch der Optimierung und des Operations Research behandelt. Die Publikationen sollen insbesondere neue Impulse für weiterge hende Forschungsfragen liefern, oder auch zu offenen Problemstellungen aus der Anwendung Lösungsansätze anbieten. Die Reihe leistet damit einen Beitrag der Bündelung der Forschung der Optimierung und der Wirtschaftsmathematik und der sich ergebenden Perspektiven.
More information about this series at http://www.springer.com/series/15822
Manuela Spangler
Modelling German Covered Bonds
Manuela Spangler Institute of Mathematics, Business Mathematics University of Augsburg Augsburg, Germany Zugl.: Dissertation, Universität Augsburg, 2018 Erstgutachter: Prof. Dr. Ralf Werner Zweitgutachter: Prof. Dr. Marco Wilkens Tag der mündlichen Prüfung: 19.1.2018 The views and opinions expressed in this work are those of the author only, and not those of her employer, MEAG MUNICH ERGO AssetManagement GmbH, its subsid iaries or affiliate companies. Nothing in this work is or should be taken as information regarding, or a description of, any operations, risk appraisal or consulting business of MEAG MUNICH ERGO AssetManagement GmbH.
ISSN 2523-7926 ISSN 2523-7934 (electronic) Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics ISBN 978-3-658-23914-5 ISBN 978-3-658-23915-2 (eBook) https://doi.org/10.1007/978-3-658-23915-2 Library of Congress Control Number: 2018958362 Springer Spektrum © Springer Fachmedien Wiesbaden GmbH, part of Springer Nature 2018 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied
Data Loading...
