Liquiditätsmodellierung von Kreditzusagen (term facilities and revolver)
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- Herrmann-Pillath, Carsten, 2010. "Rethinking evolution, entropy and economics: A triadic conceptual framework for the maximum entropy principle as applied to the growth of knowledge," Frankfurt School - Working Paper Series 146, Frankfurt School of Finance and Management.
- Beyna, Ingo & Wystup, Uwe, 2010. "On the calibration of the Cheyette interest rate model," CPQF Working Paper Series 25, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
- Carsten Herrmann-Pillath, 2012.
"Institutions, distributed cognition and agency: rule-following as performative action,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 19(1), pages 21-42, March.
- Herrmann-Pillath, Carsten, 2011. "Institutions, distributed cognition and agency: rule-following as performative action," Frankfurt School - Working Paper Series 157, Frankfurt School of Finance and Management.
- Böger, Andreas & Heidorn, Thomas & Rupprecht, Stephan, 2009. "Einführung in das Kapitalstrukturmanagement," Frankfurt School - Working Paper Series 121, Frankfurt School of Finance and Management.
- Schäffler, Christian & Schmaltz, Christian, 2009. "Market liquidity: an introduction for practitioners," Frankfurt School - Working Paper Series 131, Frankfurt School of Finance and Management.
- Packham, Natalie & Schlögl, Lutz & Schmidt, Wolfgang M., 2009. "Credit dynamics in a first passage time model with jumps," CPQF Working Paper Series 21, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF).
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More about this item
Keywords
Kreditzusagen; internes Modell; Liquiditätsrisiko; Banken;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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