Contingent credit default swaps: accurate and approximate pricing
Christian Koziol and Thomas Schön
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Koziol, Christian ; Schön, Thomas |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 1, p. 75-95
|
| Subject: | counterparty risk | contingent credit default swaps (CCDSs) | default modeling | swaptions | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Derivat | Derivative | Swap | Kreditversicherung | Credit insurance | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory |
| 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/10011566278