Pricing Interest Rate-Sensitive Credit Portfolio Derivatives
Year of publication: |
2006-12-01
|
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Authors: | Ehlers, Philippe ; Schoenbucher, Philipp J. |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Risikomanagement | risk management | Portfoliomanagement | portfolio management | Hierarchie | Forward-Kontrakt |
Extent: | 400384 bytes 35 p. application/pdf |
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Series: | Working Paper ; 354 (2006) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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