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~institution:"Springer International Publishing"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
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Credit derivative
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Kreditderivat
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hedging parameter risk
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model-free moments of default loss distributions
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Gottfried Wilhelm Leibniz Universität Hannover
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Correlated default and parameter risk
Schmelzle, Martin
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2018
Persistent link: https://www.econbiz.de/10012167010
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Credit risk management : pricing, measurement, and modeling
Witzany, Jiří
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2017
Persistent link: https://www.econbiz.de/10011620573
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