TY  - THES
A1  - Kovilyanskaya, Helen
T1  - On Some Aspects of Investment into High-Yield Bonds
N2  - It is considered an analytical model of defaultable bond portfolio in terms of its face value process. The face value process dynamically evolves with time and incorporates changes caused by recovery payment on default followed by purchasing of new bonds. The further studies involve properties, distribution and control of the face value process.
N2  - Rassmotrena analiticheskaya model' portfelya, sostoyaschego iz defoltiruemih obligazij. Za osnovu modelirovaniya pologen process, opisivayuschij nominal obligazii, kotorij dinamichno izmenyaetsya vo vremeni blagodarya vnosimim platam recovery i posleduyuschim priobreteniyam novih obligazij. Izucheni svojstva, raspredeleniya i voprosi kontrolya processa nominala.
N2  - Einige Aspekte der Investition in High-Yield Bonds
KW  - Intensität
KW  - Ausfallrisiko
KW  - Portfoliomanagement
KW  - Kreitderivaten
KW  - Firmwertmodell
KW  - default time
KW  - intensity
KW  - face value
KW  - portfolio
Y1  - 2005
UR  - https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/1624
UR  - https://nbn-resolving.org/urn:nbn:de:hbz:386-kluedo-18326
ER  -