Author: | Svitlana Stotska |
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URN (permanent link): | urn:nbn:de:hbz:386-kluedo-26289 |
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Advisor: | Holger Kraft |
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Document Type: | Doctoral Thesis |
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Language of publication: | English |
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Year of Completion: | 2011 |
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Year of Publication: | 2011 |
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Publishing Institute: | Technische Universität Kaiserslautern |
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Granting Institute: | Technische Universität Kaiserslautern |
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Acceptance Date of the Thesis: | 2011/04/04 |
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Date of the Publication (Server): | 2011/05/04 |
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Tag: | *Copula; Credit Default Swap; Markov Kette* Copula; Credit Default Swap; Markov Chain |
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Faculties / Organisational entities: | Fachbereich Mathematik |
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DDC-Cassification: | 5 Naturwissenschaften und Mathematik / 510 Mathematik |
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MSC-Classification (mathematics): | 65-XX NUMERICAL ANALYSIS / 65Cxx Probabilistic methods, simulation and stochastic differential equations (For theoretical aspects, see 68U20 and 60H35) / 65C40 Computational Markov chains |
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| 91-XX GAME THEORY, ECONOMICS, SOCIAL AND BEHAVIORAL SCIENCES / 91Bxx Mathematical economics (For econometrics, see 62P20) / 91B60 Trade models |
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| 91-XX GAME THEORY, ECONOMICS, SOCIAL AND BEHAVIORAL SCIENCES / 91Gxx Mathematical finance / 91G20 Derivative securities |
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Licence (German): | Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011 |
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