A simple approach to valuing risky fixed and floating rate debt
Francis A. Longstaff, Eduardo S. Schwartz
| Year of publication: |
2004
|
|---|---|
| Authors: | Longstaff, Francis A. ; Schwartz, Eduardo S. |
| Published in: |
Credit risk models and management. - London. : Risk Books, ISBN 1-904339-21-2. - 2004, p. 123-157
|
| Subject: | Optionspreistheorie | Option pricing theory | Fremdkapital | Debt financing | Hedging |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002432424