Credit Calibration with Structural Models : The Lehman Case and Equity Swaps Under Counterparty Risk
Year of publication: |
2010
|
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Authors: | Brigo, Damiano |
Other Persons: | Morini, Massimo (contributor) ; Tarenghi, Marco (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Swap | Theorie | Theory |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 22, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1530742 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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