%0 Thesis %1 GVK591305275 %A Backhaus, Jochen %C Leipzig %D 2008 %K Derivat_<Wertpapier> Geld Hedging Inflation Kapitalmarkt Markov-Kette Wahrscheinlichkeitsrechnung %T Pricing and hedging of credit derivatives in a model with interacting default intensities %U http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+591305275&sourceid=fbw_bibsonomy

@phdthesis{GVK591305275, added-at = {2009-08-21T12:25:16.000+0200}, address = {Leipzig}, author = {Backhaus, {Jochen}}, biburl = {https://www.bibsonomy.org/bibtex/22d1779b4b06cade4cfd07a73173b7e38/fbw_hannover}, interhash = {ba0241980a899f2f36dccfa37983d4ae}, intrahash = {2d1779b4b06cade4cfd07a73173b7e38}, keywords = {Derivat_<Wertpapier> Geld Hedging Inflation Kapitalmarkt Markov-Kette Wahrscheinlichkeitsrechnung}, pagetotal = {XII, 120}, ppn_gvk = {591305275}, subtitle = {a markovian approach}, timestamp = {2009-08-21T12:26:44.000+0200}, title = {Pricing and hedging of credit derivatives in a model with interacting default intensities}, url = {http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+591305275&sourceid=fbw_bibsonomy}, year = 2008 }