On the pricing and hedging of credit risk in incomplete markets
Year of publication: |
2000
|
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Authors: | Lotz, Christopher |
Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Hedging | Kapitalmarkttheorie | Financial economics | Stochastischer Prozess | Stochastic process | Unvollkommener Markt | Incomplete market | Theorie | Theory | Martingal | Martingale | Risikomaß | Risk measure | Wettbewerb |
Description of contents: | Table of Contents [gbv.de] |
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Optimal shortfall hedging of credit risk
Lotz, Christopher, (1999)
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Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R., (2002)
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Dynamic hedging, positive feedback, and general equilibrium
Hilpisch, Yves, (2001)
- More ...
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Optimal Shortfall Hedging of Credit Risk
Lotz, Christopher, (1999)
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Locally Minimizing the Credit Risk
Lotz, Christopher, (1998)
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Locally minimizing the credit risk
Lotz, Christopher, (1998)
- More ...