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dc.contributor.author
Stefanovits, David
dc.contributor.supervisor
Teichmann, Josef
dc.contributor.supervisor
Wüthrich, Mario V.
dc.date.accessioned
2017-08-28T09:23:51Z
dc.date.available
2017-06-12T11:44:10Z
dc.date.available
2017-08-28T09:23:51Z
dc.date.issued
2016
dc.identifier.uri
http://hdl.handle.net/20.500.11850/119954
dc.identifier.doi
10.3929/ethz-a-010710968
dc.language.iso
en
en_US
dc.publisher
ETH Zürich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
KALIBRIEREN (MATHEMATISCHE STATISTIK)
en_US
dc.subject
CALIBRATION (MATHEMATICAL STATISTICS)
en_US
dc.subject
KREDITRISIKO (FINANZEN)
en_US
dc.subject
CREDIT RISK (FINANCE)
en_US
dc.subject
ZINSSATZ
en_US
dc.subject
STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY)
en_US
dc.subject
INTEREST RATE
en_US
dc.subject
STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG)
en_US
dc.subject
YIELD + RETURN (FINANCE)
en_US
dc.subject
RENDITE (FINANZEN)
en_US
dc.title
Robust calibration in yield curve modelling
en_US
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2016
ethz.size
1 Band
en_US
ethz.code.ddc
5 - Science::510 - Mathematics
en_US
ethz.code.ddc
3 - Social sciences::330 - Economics
en_US
ethz.identifier.diss
23363
en_US
ethz.identifier.nebis
010710968
ethz.publication.place
Zürich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.date.deposited
2017-06-12T11:46:07Z
ethz.source
ECOL
ethz.source
ECIT
ethz.identifier.importid
imp593654ab5a52e80499
ethz.identifier.importid
imp59366b9b7da4063495
ethz.ecolpid
eth:49674
ethz.ecitpid
pub:182003
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2017-07-26T15:13:27Z
ethz.rosetta.lastUpdated
2017-08-28T09:24:27Z
ethz.rosetta.versionExported
true
ethz.COinS
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