Credit derivatives
Year of publication: |
2013
|
---|---|
Authors: | Hull, John ; White, Alan |
Published in: |
Financial markets and asset pricing. - Amsterdam [u.a.] : Elsevier, ISBN 978-0-444-59406-8. - 2013, p. 1363-1396
|
Subject: | Ausfallwahrscheinlichkeit (default risk) | Derivat | Derivative | Asset-Backed Securities | Asset-backed securities | Risiko | Risk | Messung | Measurement | Statistische Verteilung | Statistical distribution | Korrelation | Correlation | Welt | World |
-
Center-outward quantiles and the measurement of multivariate risk
Beirlant, Jan, (2020)
-
Forecasting Tail Risk Measures for Financial Time Series : An Extreme Value Approach With Covariates
James, Robert, (2021)
-
Theodossiou, Panayiotis, (2020)
- More ...
-
The Role of Default Correlation in Valuing Credit Dependant Securities
Bobey, William, (2008)
-
The Use of the Control Variate Technique in Option Pricing
Hull, John, (1988)
-
Valuing Derivative Securities Using the Explicit Finite Difference Method
Hull, John, (1990)
- More ...