Nth to default swaps and notes: all about default correlation
Douglas Lucas; Alberto Thomas
| Year of publication: |
2004
|
|---|---|
| Authors: | Lucas, Douglas ; Thomas, Alberto |
| Published in: |
Credit derivatives : the definitive guide. - London : Risk Books [u.a.], ISBN 1-904339-12-3. - 2004, p. 97-112
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Korrelation | Correlation | Kreditderivat | Credit derivative | Swap | Insolvenz | Insolvency | Derivat | Derivative |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002798830