Pricing counterparty default risks : applications to FRNs and vulnerable options
Jangkoo Kang, Hwa-Sung Kim
| Year of publication: |
2005
|
|---|---|
| Authors: | Kang, Jangkoo ; Kim, Hwa-sung |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 3, p. 376-392
|
| Subject: | Insolvenz | Insolvency | Risikoprämie | Risk premium | 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/10002960575