Modelling and hedging of default risk
Monique Jeanblanc and Marek Rutkowski
| Year of publication: |
2004
|
|---|---|
| Authors: | Jeanblanc, Monique ; Rutkowski, Marek |
| Published in: |
Credit derivatives : the definitive guide. - London : Risk Books [u.a.], ISBN 1-904339-12-3. - 2004, p. 385-416
|
| Subject: | Hedging | Theorie | Theory | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002799023