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Frankfurt School of Finance and Management, Frankfurt a. M.
CPQF Working Paper Series, Frankfurt School of Finance and Management
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2014
The liquidity reserve funding and management strategies
Heidorn, Thomas
;
Buschmann, Christian
2001
Bewertung von Kreditprodukten und Credit Default Swaps
Heidorn, Thomas
2013
Functions and characteristics of corporate and sovereign CDS
Vogel, Heinz-Dieter
;
Bannier, Christina E.
;
Heidorn, Thomas
2007
Gold in the investment portfolio
Demidova-Menzel, Nadeshda
;
Heidorn, Thomas
1999
CatBonds: Möglichkeiten der Verbriefung von Katastrophenrisiken
Deistler, Daniel
;
Ehrlicher, Sven
;
Heidorn, Thomas
2022
The dynamics of rating based credit benchmark curves
Heidorn, Thomas
;
Schlamann, Sara
2008
Loss Given Default - Modelle zur Schätzung von Recovery Rates
Böttger, Marc
;
Guthoff, Anja
;
Heidorn, Thomas
2022
How the IBOR reform affects interest rate swaps
Goebel, Josua
;
Heidorn, Thomas
;
Huang, Zizhen
2002
Eine empirische Analyse der Spreadunterschiede von Festsatzanleihen zu Floatern im Euroraum und deren Zusammenhang zum Preis eines Credit Default Swaps
Heidorn, Thomas
;
Kantwill, Jens
1998
LIBOR in Arrears (Nachträgliche LIBOR-Feststellung)
Heidorn, Thomas
;
Schmidt, Wolfgang M.
Author
5
Kaiser, Dieter G.
4
Schmaltz, Christian
2
Böger, Andreas
2
Chevalier, Pierre
2
Demidova-Menzel, Nadeshda
2
Hoppe, Christian
1
Almer, Thomas
1
Bannier, Christina E.
1
Birkmeyer, Jörg
1
Burger, Eric
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