Counterparty risk for CDS : default clustering effects
Lijun Bo; Agostino Capponi
| Year of publication: |
2015
|
|---|---|
| Authors: | Bo, Lijun ; Capponi, Agostino |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 52.2015, p. 29-42
|
| Subject: | Counterparty risk | Simultaneous defaults | Multivariate subordinators | Credit default swaps | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Derivat | Derivative | Risikomanagement | Risk management | Kreditversicherung | Credit insurance | Insolvenz | Insolvency | Theorie | Theory |
| 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/10011377294