Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA
Samim Ghamami and Lisa R. Goldberg
| Year of publication: |
2014
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|---|---|
| Authors: | Ghamami, Samim ; Goldberg, Lisa |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 21.2014, 3, p. 24-35
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| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Risiko | Risk |
| 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/10010387688