scientific article; zbMATH DE number 1538073

MaRDI QIDQ4518934zbMATH OpenFDO

Authors Frank B. Lehrbass

Publication date 3 December 2000

zbMATH Keywords

country riskcredit riskderivative pricingEurobondhedgingportfolio risk measureshortfallvalue at risk

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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(3)

• Comparative analysis of risk ratings for the East European region
• A SCENARIO ANALYSIS OF THE RISK PREMIUM IN G7 COUNTRIES
• Political risk and adjusted present value

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