Market pricing of credit linked notes : the influence of the financial crisis
Year of publication: |
March 2016
|
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Authors: | Walter, Matthias ; Häckel, Björn ; Rathgeber, Andreas W. |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 1, p. 42-74
|
Subject: | credit linked notes | market pricing | fair value | financial crisis | product life cycle | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Produktlebenszyklus | Product life cycle |
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