Asset dynamics estimation and its impact on CDS pricing
Pascal François and Georges Hübner
| Year of publication: |
2008
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|---|---|
| Authors: | François, Pascal ; Hübner, Georges |
| Published in: |
The credit derivatives handbook : global perspectives, innovations, and market drivers. - New York [u.a.] : McGraw-Hill, ISBN 978-0-07-154952-3. - 2008, p. 121-141
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| Subject: | Kreditsicherung | Collateral | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003748411