Benchmark approach for defaultable claims under partial information
I. Venkat Appal Raju; N. Selvaraju
| Year of publication: |
2013
|
|---|---|
| Authors: | Raju, I. Venkat Appal ; Selvaraju, N. |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 1.2013, 2, p. 170-192
|
| Subject: | credit risk | credit derivatives | reduced form models | benchmark approach | locally risk-minimising | cash flow | Kreditrisiko | Credit risk | Theorie | Theory | Benchmarking | Derivat | Derivative | Portfolio-Management | Portfolio selection | Kreditderivat | Credit derivative | Cash Flow | Cash flow |
| 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/10010197913