Cover Image

A Tree implementation of a credit spread model for credit derivatives

Philipp J. Schönbucher
Year of publication:
2002
Authors: Schönbucher, Philipp J.
Published in:
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 6.2002, 2, p. 1-38
Subject: Kreditrisiko | Credit risk | Derivat | Derivative | Finanzanalyse | Financial analysis | Risikoprämie | Risk premium | Kreditwürdigkeit | Credit rating | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory
freely available
Full text |
Check Google Scholar
In libraries world-wide (WorldCat)
In German libraries (KVK)
subito order
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001740884
Similar items by subject
Similar items by person