Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling framework a broad range of promising specifications is tested using corporate bond data. The book provides one of the most comprehensive empirical studies in the field, from Kalman filtration of affine term structure models to the use of Efficient Method of Moments estimation of dynamic term structure models in a default risky context. Filling another gap in empirical research, the book devotes special attention to the identification factors that can explain credit default swap premia.
Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling framework a broad range of promising specifications is tested using corporate bond data. The book provides one of the most comprehensive empirical studies in the field, from Kalman filtration of affine term structure models to the use of Efficient Method of Moments estimation of dynamic term structure models in a default risky context. Filling another gap in empirical research, the book devotes special attention to the identification factors that can explain credit default swap premia.
Psychopharmaka von A bis Z - nicht nur für Psychiater! Alle 124 Psychopharmaka von A bis Z werden hier vorgestellt. Jedes Präparat wird mit Vorteilen, Nachteilen und Risiken bewertet. Dabei werden jetzt alle Nebenwirkungen und Wechselwirkungen erwähnt. Besonders informativ und hilfreich ist die 5-stufige Klassifikation des Interaktionsrisikos. Dazu finden sich neu im Anhang erklärende Interaktionstabellen. Neu in dieser Auflage ist auch die 5-stufige Klassifikation des Schwangerschaftsrisikos.
This will help us customize your experience to showcase the most relevant content to your age group
Please select from below
Login
Not registered?
Sign up
Already registered?
Success – Your message will goes here
We'd love to hear from you!
Thank you for visiting our website. Would you like to provide feedback on how we could improve your experience?
This site does not use any third party cookies with one exception — it uses cookies from Google to deliver its services and to analyze traffic.Learn More.