Essays on credit default swap [Elektronische Ressource] / Xuanlai He
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Essays on credit default swap [Elektronische Ressource] / Xuanlai He

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Xuanlai He Essays on Credit Default Swap Inauguraldissertationzur Erlangung des akademischen Grades eines Doktors der Wirschaftswissenschaften der Universität Mannheim vorgelegt im Herbst/Wintersemester 2009/2010 Dekan: Professor Dr. Hans H. Bauer Referent: Professor Dr. Dr. h.c. Wolfgang Bühler Korreferent: PD Dr. Friedhelm Pfeiffer Tag der mündlichen Prüfung: 20.10.2009 AcknowledgementsThe PhD thesis is the most challenging project I have ever taken. Profes-sor Wolfgang Buhler¨ motivated my thoughts on the credit derivatives and I amgratefultoProfessorBuhler’s¨ support,discussion,encouragement,andpatience.I also thank PD Dr. Friedhelm Pfeiffer, the member of the exam committee, forthe comments on the work.The discussions with my colleagues made significant contributions to the thesis.I thank Kay Fraser, Alia Gizatulina, Patrick Kohlmann, Lars Norden, MonikaTrapp, Robert V¨olter, and Sava Savov for their efforts. Comments by the par-ticipants at the seminars of the CDSEM, the Chair of Finance at University ofMannheim, and the Research Group Meeting of German Science Foundation atK¨onigsfeld are gratefully acknowledged.Needless to say, I am indebted to my family for their backing. Furthermore,the unanimous support from my friends has been an integrated part of my lifeduringthelastfewyears, whoseeffortsandtolerancearegratefullyappreciated.Those who are thanked know who they are.Mannheim and Frankfurt am Main, August 2009Contents1 Introduction 11.

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Published 01 January 2010
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Language English
Document size 3 MB