Essays on credit risk and credit derivatives
Year of publication: |
2008
|
---|---|
Authors: | Bajlum, Claus |
Publisher: |
Copenhagen : Business School |
Subject: | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Kapitalstruktur | Capital structure | Arbitrage | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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