ON THE EDGE OF COMPLETENESS - The authors present a strategy for hedging the P&L of a book of credit contingent contracts that emphasises reducing losses at default.
| Year of publication: |
1999
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|---|---|
| Authors: | Arvanitis, Angelo ; Laurent, Jean-Paul |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 12.1999, 10, p. 61-70
|