Fair (intra-bank transfer) prices for credits with stochastic recovery
Johannes Leitner
| Year of publication: |
2008
|
|---|---|
| Authors: | Leitner, Johannes |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 2, p. 243-253
|
| Subject: | Geldmarkt | Money market | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Kreditgeschäft | Bank lending | CAPM |
| 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/10003645470