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Subject
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Ansteckungseffekt 1 Contagion effect 1 Country risk 1 Credit risk 1 Exchange rate 1 Exchange rate risk 1 Financial crisis 1 Finanzkrise 1 Gamma-zero distribution 1 Kreditrisiko 1 Länderrisiko 1 Risikomanagement 1 Risikoprämie 1 Risk management 1 Risk premium 1 Theorie 1 Theory 1 Wechselkurs 1 Währungsrisiko 1 Yield curve 1 Zinsstruktur 1 affine credit risk model 1 contagion 1 credit-event risk 1 no-jump condition 1 sovereign credit risk and exchange rates 1
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Free 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Monfort, Alain 1 Pegoraro, Fulvio 1 Renne, Jean-Paul 1 Roussellet, Guillaume 1
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ECONIS (ZBW) 1
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Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain; Pegoraro, Fulvio; Renne, Jean-Paul; … - 2019 - This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
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