Cover Image

Modelling German covered bonds /

Bibliographic Details
Main Author: Spangler, Manuela (Author)
Corporate Author: ProQuest (Firm)
Format: eBook
Language:English
Published: Wiesbaden : Springer Spektrum, 2018.
Series:Mathematische Optimierung und Wirtschaftsmathematik.
Subjects:
Covered bonds > Mathematical models.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Pfandbrief characteristics
  • Credit risk models : a literature review
  • The pfandbrief model
  • Model calibration and scenario generation
  • Simulation results
  • Conclusion and outlook.