Pricing and hedging of structured credit derivatives
Martin Hellmich and Oliver Steinkamp
| Year of publication: |
2004
|
|---|---|
| Authors: | Hellmich, Martin ; Steinkamp, Oliver |
| Published in: |
CreditRisk+ in the banking industry. - Berlin : Springer, ISBN 978-3-540-20738-2. - 2004, p. 325-362
|
| Subject: | Hedging | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Kreditderivat | Credit derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002108709