The delivery option in credit default swaps
Year of publication: |
2008
|
---|---|
Authors: | Jankowitsch, Rainer ; Pullirsch, Rainer ; Veza, Tanja |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 7, p. 1269-1285
|
Subject: | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Swap | Theorie | Theory | Welt | World |
-
Risikomanagement für Corporate Bonds : Modellierung von Spreadrisiken im Investment-Grade-Bereich
Wingenroth, Thorsten, (2004)
-
Recovery Risk in Credit Default Swap Premia
Schläfer, Timo, (2011)
-
Recovery risk in credit default swap premia
Schläfer, Timo, (2011)
- More ...
-
The delivery option in credit default swaps
Jankowitsch, Rainer, (2008)
-
The Delivery Option in Credit Default Swaps
Pullirsch, Rainer, (2007)
-
The delivery option in credit default swaps
Jankowitsch, Rainer, (2008)
- More ...