Pricing credit derivatives
dc.contributor.author
Ehlers, Philippe Serge
dc.contributor.supervisor
Cont, Rama
dc.contributor.supervisor
Schönbucher, Philipp J.
dc.date.accessioned
2017-06-13T06:02:52Z
dc.date.available
2017-06-13T06:02:52Z
dc.date.issued
2007
dc.identifier.uri
http://hdl.handle.net/20.500.11850/150154
dc.identifier.doi
10.3929/ethz-a-005485282
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
KREDITDERIVATE (FINANZEN)
dc.subject
PREISBILDUNGSMODELLE (OPERATIONS RESEARCH)
dc.subject
KAPITALANLAGE-BEWERTUNGSMODELLE (OPERATIONS RESEARCH)
dc.subject
KREDITRISIKO (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
CREDIT SPREADS (FINANCE)
dc.subject
PRICE FORMATION MODELS (OPERATIONS RESEARCH)
dc.subject
CAPITAL ASSET PRICING MODELS (OPERATIONS RESEARCH)
dc.subject
CREDIT RISK (PROBABILITY THEORY)
dc.title
Pricing credit derivatives
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
1 Band
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17274, 2007.
ethz.identifier.diss
17274
ethz.identifier.nebis
005485282
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
03624 - Schönbucher, Philipp
ethz.date.deposited
2017-06-13T06:04:39Z
ethz.source
ECOL
ethz.identifier.importid
imp59366ab5d81f386378
ethz.ecolpid
eth:29936
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-13T04:46:27Z
ethz.rosetta.lastUpdated
2021-02-14T15:50:57Z
ethz.rosetta.versionExported
true
ethz.COinS
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Doctoral Thesis [30357]