Hazard rate for credit risk and hedging defaultable contingent claims
Christophette Blanchet-Scalliet; Monique Jeanblanc
| Year of publication: |
2004
|
|---|---|
| Authors: | Blanchet-Scalliet, Christophette ; Jeanblanc, Monique |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 1, p. 145-159
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Zero-Bond | Zero-coupon bond | Theorie | Theory | Martingal | Martingale |
| 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/10001910889