An approximation method for analysis and valuation of credit correlation derivatives
Masahiko Egami, Kian Esteghamat
| Year of publication: |
2006
|
|---|---|
| Authors: | Egami, Masahiko ; Esteghamat, Kian |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 2, p. 341-364
|
| Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Korrelation | Correlation | Iteratives Verfahren | Approximation method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003291266