An Analytical Approach for Systematic Risk Sensitivity of Structured Finance Products
Article
Claussen, Arndt, Löhr, Sebastian and Rösch, Daniel (2014) An Analytical Approach for Systematic Risk Sensitivity of Structured Finance Products. Review of Derivatives Research 17 (1), pp. 1-37.Alternative links to fulltext
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| Item type | Article | ||||
| Journal or Publication Title | Review of Derivatives Research | ||||
| Publisher | Springer | ||||
| Volume | 17 | ||||
| Number of Issue or Book Chapter | 1 | ||||
| Page Range | pp. 1-37 | ||||
| Date | 2014 | ||||
| Date of publication | 18 Jun 2013 09:13 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) | ||||
| Identification Number |
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| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | No | ||||
| Item ID | 28303 |
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