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About this product
- DescriptionTimo Schlafer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.
- Author BiographyDr. Timo Schlafer completed his doctoral thesis under the supervision of Prof. Dr. Marliese Uhrig-Homburg at the Chair of Financial Engineering and Derivatives at the Karlsruhe Institute of Technology. He works in the investment banking industry.
- Author(s)Timo Schlafer
- PublisherSpringer Fachmedien Wiesbaden
- Date of Publication05/04/2011
- LanguageEnglish & German
- SubjectFinance & Accounting
- Place of PublicationWeisbaden
- Country of PublicationGermany
- ImprintGWV Fachverlage GmbH
- Content Note21 black & white illustrations, 15 black & white tables, biography
- Weight170 g
- Width148 mm
- Height210 mm
- Spine7 mm
- Format DetailsTrade paperback (US)
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