Reduced-form models: curve construction and the pricing of credit swaps, options and hybrids
Leif Andersen
| Year of publication: |
2004
|
|---|---|
| Authors: | Andersen, Leif |
| Published in: |
Credit derivatives : the definitive guide. - London : Risk Books [u.a.], ISBN 1-904339-12-3. - 2004, p. 339-369
|
| Subject: | Theorie | Theory | Swap | Kreditrisiko | Credit risk | Derivat | Derivative |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002799000