Credit derivatives and the default risk of large complex financial institutions
Giovanni Calice; Christos Ioannidis; Julian Williams
| Year of publication: |
2012
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|---|---|
| Authors: | Calice, Giovanni ; Ioannidis, Christos ; Williams, Julian |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 42.2012, 1/2, p. 85-107
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| Subject: | Distance to default | Credit derivatives | Credit default swap index | Kreditrisiko | Credit risk | Derivat | Derivative | Kreditderivat | Credit derivative | Theorie | Theory | Insolvenz | Insolvency |
| 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/10009714834