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dc.contributor.author
Rüegg, Marcel B.
dc.contributor.supervisor
Delbaen, Freddy
dc.contributor.supervisor
Embrechts, Paul
dc.date.accessioned
2017-06-13T03:08:02Z
dc.date.available
2017-06-13T03:08:02Z
dc.date.issued
2001
dc.identifier.uri
http://hdl.handle.net/20.500.11850/145256
dc.identifier.doi
10.3929/ethz-a-004180300
dc.language.iso
en
dc.publisher
ETH Zürich
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
PORTFOLIOTHEORIE (OPERATIONS RESEARCH)
dc.subject
KREDITFRAGEN + KREDITARTEN
dc.subject
RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
PORTFOLIO SELECTION (OPERATIONS RESEARCH)
dc.subject
CREDIT RELATED ISSUES + TYPES OF CREDIT
dc.subject
RISK THEORY (PROBABILITY THEORY)
dc.title
Default and recovery risk valuation in incomplete markets
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
108 S.
ethz.code.ddc
5 - Science::510 - Mathematics
ethz.notes
Diss., Mathematische Wissenschaften ETH Zürich, Nr. 14087, 2001.
ethz.identifier.diss
14087
ethz.identifier.nebis
004180300
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
03440 - Delbaen, Freddy
ethz.leitzahl.certified
03440 - Delbaen, Freddy
ethz.date.deposited
2017-06-13T03:09:31Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a3c6b31777226
ethz.ecolpid
eth:24151
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-19T13:20:26Z
ethz.rosetta.lastUpdated
2018-11-04T05:49:19Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Default%20and%20recovery%20risk%20valuation%20in%20incomplete%20markets&rft.date=2001&rft.au=R%C3%BCegg,%20Marcel%20B.&rft.genre=unknown&rft.btitle=Default%20and%20recovery%20risk%20valuation%20in%20incomplete%20markets
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