The Resource Modelling German Covered Bonds, by Manuela Spangler, (electronic resource)

Modelling German Covered Bonds, by Manuela Spangler, (electronic resource)

Label
Modelling German Covered Bonds
Title
Modelling German Covered Bonds
Statement of responsibility
by Manuela Spangler
Creator
Author
Author
Subject
Language
eng
Summary
Manuela Spangler deals with the default risk modelling of German covered bonds (Pfandbriefe). Existing credit risk models are not suitable for this purpose as they only consider the creditworthiness of the issuer while product-specific features are not taken into account. The author develops a multi-period simulation-based Pfandbrief model which adequately accounts for the product’s most important characteristics and risks. The model provides a flexible framework for structural analyses and can be easily extended for tailor-made investigations. While the focus of the work is on the specification of the model itself, simulation results from an exemplary model calibration are also discussed. Content Pfandbrief Characteristics Credit Risk Models: A Literature Review The Pfandbrief Model Model Calibration and Scenario Generation Simulation Results Target Groups Scientists and students in the field of financial mathematics, quantitative finance and banking Practitioners in the field of risk management, rating agencies and regulators About the Author Manuela Spangler works as a quantitative risk analyst for a large asset management company and holds a PhD in mathematics from the University of Augsburg. Prior to her current position, she worked as a risk manager and financial engineer in the banking and insurance sector for various years
Member of
http://library.link/vocab/creatorName
Spangler, Manuela
Dewey number
658.155
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
5_aZQtGA-l8
LC call number
HB135-147
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics,
http://library.link/vocab/subjectName
  • Finance
  • Risk management
  • Financial engineering
  • Quantitative Finance
  • Risk Management
  • Financial Engineering
Label
Modelling German Covered Bonds, by Manuela Spangler, (electronic resource)
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Pfandbrief Characteristics -- Credit Risk Models: A Literature Review -- The Pfandbrief Model -- Model Calibration and Scenario Generation -- Simulation Results
Dimensions
unknown
Extent
1 online resource (xv, 266 pages)
Form of item
online
Isbn
9783658239152
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-658-23915-2
Other physical details
illustrations
Sound
unknown sound
Specific material designation
remote
System control number
  • (CKB)4100000007003203
  • (MiAaPQ)EBC5552045
  • (DE-He213)978-3-658-23915-2
  • (EXLCZ)994100000007003203
Label
Modelling German Covered Bonds, by Manuela Spangler, (electronic resource)
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Pfandbrief Characteristics -- Credit Risk Models: A Literature Review -- The Pfandbrief Model -- Model Calibration and Scenario Generation -- Simulation Results
Dimensions
unknown
Extent
1 online resource (xv, 266 pages)
Form of item
online
Isbn
9783658239152
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-658-23915-2
Other physical details
illustrations
Sound
unknown sound
Specific material designation
remote
System control number
  • (CKB)4100000007003203
  • (MiAaPQ)EBC5552045
  • (DE-He213)978-3-658-23915-2
  • (EXLCZ)994100000007003203

Library Locations

  • Albert D. Cohen Management LibraryBorrow it
    181 Freedman Crescent, Winnipeg, MB, R3T 5V4, CA
    49.807878 -97.129961
  • Architecture/Fine Arts LibraryBorrow it
    84 Curry Place, Winnipeg, MB, CA
    49.807716 -97.136226
  • Archives and Special CollectionsBorrow it
    25 Chancellors Circle (Elizabeth Dafoe Library), Room 330, Winnipeg, MB, R3T 2N2, CA
    49.809961 -97.131878
  • Bibliothèque Alfred-Monnin (Université de Saint-Boniface)Borrow it
    200, avenue de la Cathédrale, Local 2110, Winnipeg, MB, R2H 0H7, CA
    49.888861 -97.119735
  • Bill Larson Library (Grace Hospital)Borrow it
    300 Booth Drive, G-227, Winnipeg, MB, R3J 3M7, CA
    49.882400 -97.276436
  • Carolyn Sifton - Helene Fuld Library (St. Boniface General Hospital)Borrow it
    409 Tache Avenue, Winnipeg, MB, R2H 2A6, CA
    49.883388 -97.126050
  • Concordia Hospital LibraryBorrow it
    1095 Concordia Avenue, Winnipeg, MB, R2K 3S8, CA
    49.913252 -97.064683
  • Donald W. Craik Engineering LibraryBorrow it
    75B Chancellors Circle (Engineering Building E3), Room 361, Winnipeg, MB, R3T 2N2, CA
    49.809053 -97.133292
  • E.K. Williams Law LibraryBorrow it
    224 Dysart Road, Winnipeg, MB, R3T 5V4, CA
    49.811829 -97.131017
  • Eckhardt-Gramatté Music LibraryBorrow it
    136 Dafoe Road (Taché Arts Complex), Room 257, Winnipeg, MB, R3T 2N2, CA
    49.807964 -97.132222
  • Elizabeth Dafoe LibraryBorrow it
    25 Chancellors Circle, Winnipeg, MB, R3T 2N2, CA
    49.809961 -97.131878
  • Fr. H. Drake Library (St. Paul's College)Borrow it
    70 Dysart Road, Winnipeg, MB, R3T 2M6, CA
    49.810605 -97.138184
  • J.W. Crane Memorial Library (Deer Lodge Centre)Borrow it
    2109 Portage Avenue, Winnipeg, MB, R3J 0L3, CA
    49.878000 -97.235520
  • Libraries Annex (not open to the public; please see web page for details)Borrow it
    25 Chancellors Circle (in the Elizabeth Dafoe Library), Winnipeg, MB, R3T 2N2, CA
    49.809961 -97.131878
  • Neil John Maclean Health Sciences LibraryBorrow it
    727 McDermot Avenue (Brodie Centre), 200 Level, Winnipeg, MB, R3E 3P5, CA
    49.903563 -97.160554
  • Sciences and Technology LibraryBorrow it
    186 Dysart Road, Winnipeg, MB, R3T 2M8, CA
    49.811526 -97.133257
  • Seven Oaks General Hospital LibraryBorrow it
    2300 McPhillips Street, Winnipeg, MB, R2V 3M3, CA
    49.955177 -97.148865
  • Sister St. Odilon Library (Misericordia Health Centre)Borrow it
    99 Cornish Avenue, Winnipeg, MB, R3C 1A2, CA
    49.879592 -97.160425
  • St. John's College LibraryBorrow it
    92 Dysart Road, Winnipeg, MB, R3T 2M5, CA
    49.811242 -97.137156
  • Victoria General Hospital LibraryBorrow it
    2340 Pembina Highway, Winnipeg, MB, R3T 2E8, CA
    49.806755 -97.152739
  • William R Newman Library (Agriculture)Borrow it
    66 Dafoe Road, Winnipeg, MB, R3T 2R3, CA
    49.806936 -97.135525
Processing Feedback ...