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A First Course on Zero Sum Repeated Games by Sylvain Sorin

By Sylvain Sorin

The aim of the ebook is to offer the elemental leads to the idea of two-person zero-sum repeated video games together with stochastic video games and repeated video games with incomplete info. It underlines their relation in the course of the operator method and covers either asymptotic and uniform homes. The monograph is self-contained together with presentation of incomplete info video games, minmax theorems and approachability effects. it really is adressed to graduate scholars with out prior wisdom of the sector.

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Damit wurde ihr individuelles Portfoliorisiko in das Risiko eines gepoolten Portfolio der an der Emission beteiligten Sparkassen „geswapt“. 36 2 Klassifikation der Instrumente des Kreditrisikotransfers Die 2007 durchgeführte Kreditpooling-Transaktion der Sparkassen-Finanzgruppe zeichnet sich durch eine fünfjährige Laufzeit, eine offene Investorenstruktur und eine bundesweite Ausdehnung aus und soll insbesondere adressen-, branchenspezifische und regionale Konzentrationsrisiken absichern sowie Anlagen in granularen Kreditpositionen ermöglichen.

Man kann eine Vermutung von Jobst 2003, S. 13, als in diese Richtung zielend interpretieren. 1 Entwicklung des Marktes für Asset Backed Securities Die modernen Produkte des Kreditrisikotransfers lassen sich prinzipiell einteilen in die True Sale-Verbriefungen, die als Asset Backed Securities (ABS) in diesem Kapitel 3 behandelt werden, und in die Kreditderivate, die den Gegenstand des Kapitels 4 bilden. Besondere Bedeutung gewonnen haben in neuerer Zeit auch hybride Instrumente, bei denen Kreditderivate mit traditionellen Schuldverschreibungen zu strukturierten Produkten wie den synthetischen Collateralized Loan Obligations verbunden werden.

Vgl. Paul 1994, S. 225-226. Vgl. Pfingsten 2000, S. 712. 27 Die Versicherung ganzer Pools spielt bei homogenen Portfolios von Ratenkrediten eine Rolle, wenn davon ausgegangen werden kann, dass sich die zukünftige Entwicklung der Poolqualität statistisch gut aus Vergangenheitsdaten abschätzen lässt. Wie im Fall des Factorings erfolgt auch die Versicherung von Kreditpools auf der Basis von Rahmen- oder Mantelverträgen. Eine flexible Steuerung des Kreditportfolios ist auf der Basis von Kreditversicherungen ebenso wenig möglich wie über Kreditverkäufe oder die Abtretung von Krediten.

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