Analytical pricing of basket default swaps in a dynamic Hull-White framework
Year of publication: |
2010
|
---|---|
Authors: | Vrins, Frédéric D. |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 6.2010/11, 4, p. 85-111
|
Subject: | Kreditgeschäft | Bank lending | Kreditderivat | Credit derivative | Wirtschaftsmodell | Economic model | Theorie | Theory |
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