All ebooks by Manuela Spangler in PDF and EPUB
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All ebooks by Manuela Spangler in PDF and EPUB


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Download this eBook Modelling German Covered Bonds
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Modelling German Covered Bonds


Manuela Spangler


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...

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