Pricing of credit derivatives with the asymptotic expansion approach
Yoshifumi Muroi
| Year of publication: |
2006
|
|---|---|
| Authors: | Muroi, Yoshifumi |
| Publisher: |
Tokyo : IMES |
| Subject: | Derivat | Derivative | Preis | Price | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory |
| Extent: | 29 S. graph. Darst. |
|---|---|
| Series: | IMES discussion paper series. - Tokyo : Inst., ZDB-ID 1480668-X. - Vol. 2006,13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 22 - 24 Internetausg.: http://www.imes.boj.or.jp/english/publication/edps/2006/06-E-13.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003353024