Valuation of credit contingent claims : an arbitrage-free credit model
Year of publication: |
2009
|
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Authors: | Ho, Thomas S. Y. ; Yi, Sang-bin |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 7.2009, 3, p. 49-65
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Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Kreditrisiko | Credit risk | CAPM | Kredit | Credit |
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