PDE approach to the valuation and hedging of basket credit derivatives
Marek Rutkowski and Khan Yousiph
| Year of publication: |
2007
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|---|---|
| Authors: | Rutkowski, Marek ; Yousiph, Khan |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 8, p. 1261-1285
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| Subject: | Kredit | Credit | Derivat | Derivative | Hedging | CAPM | Kreditrisiko | Credit risk | Theorie | Theory |
| 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/10003632076