Modelling German Covered Bonds
Author:   Manuela Spangler
Publisher:   Springer Fachmedien Wiesbaden
Edition:   1st ed. 2018
ISBN:  

9783658239145


Pages:   266
Publication Date:   16 October 2018
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Modelling German Covered Bonds


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Author:   Manuela Spangler
Publisher:   Springer Fachmedien Wiesbaden
Imprint:   Springer Spektrum
Edition:   1st ed. 2018
Weight:   0.454kg
ISBN:  

9783658239145


ISBN 10:   365823914
Pages:   266
Publication Date:   16 October 2018
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Pfandbrief Characteristics.- Credit Risk Models: A Literature Review.- The Pfandbrief Model.- Model Calibration and Scenario Generation.- Simulation Results.

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Author Information

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.

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