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 taken into account. The author develops a multi...

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Bibliographic Details
Main Author: Spangler, Manuela (Author)
Format: Electronic eBook
Language:English
Published: Wiesbaden : Springer Fachmedien Wiesbaden : Spektrum, 2018.
Edition:1st ed. 2018.
Series:Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics,
Subjects:
Economics, Mathematical .
Risk management.
Financial engineering.
ISBN:9783658239152
ISSN:2523-7926
Online Access: Get full text
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