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
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| Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Finanzanalyse | Financial analysis | Risikoprämie | Risk premium | Kreditwürdigkeit | Credit rating | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
Erscheint auch als (Online-Ausgabe):
Schönbucher, Philipp J. *1969-*. A tree Implementation of a credit spread model for credit derivatives, This version June 1999. - Bonn : Bonn Graduate School of Economics, Department of Economics, University of Bonn, 2000. - 1 Online-Ressource (circa 38 Seiten)
Persistent link: https://www.econbiz.de/10001740884