Pricing CDX credit default swaps using the Hull-White model
Bastian Hofberger and Niklas Wagner
| Year of publication: |
2008
|
|---|---|
| Authors: | Hofberger, Bastian ; Wagner, Niklas |
| Published in: |
Credit risk : models, derivatives, and management. - Boca Raton, Fla [u.a.] : CRC Press, ISBN 1-58488-994-2. - 2008, p. 197-208
|
| Subject: | Kreditderivat | Credit derivative | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Swap |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003718475