Market pricing of credit linked notes : the influence of the financial crisis
Matthias Walter, Björn Häckel and Andreas Rathgeber
| 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
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| Subject: | credit linked notes | market pricing | fair value | financial crisis | product life cycle | Finanzkrise | Financial crisis | Theorie | Theory | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk |
| 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/10011566251