Pricing survivor swaps with mortality jumps and default risk
Chuang-Chang Chang; Chih-Chan Chen; Min-Hung Tsay
| Year of publication: |
2010
|
|---|---|
| Authors: | Chang, Chuang-chang ; chen, Chih-chan ; Tsay, Min-hung |
| Published in: |
Jingji-lunwen. - Taipei, Taiwan : Institute of Economics, ISSN 1018-161X, ZDB-ID 864104-3. - Vol. 38.2010, 2, p. 119-156
|
| Subject: | Ausfallrisiko | Sterblichkeit | Mortality | Risikomodell | Risk model | Swap | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in chines. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008688865