Modeling correlated market and credit risk in fixed income portfolios
Year of publication: |
2002
|
---|---|
Authors: | Barnhill Jr, Theodore M. ; Maxwell, William F. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 26.2002, 2, p. 347-374
|
Saved in:
Saved in favorites
Similar items by person
-
Barnhill Jr, Theodore M., (2009)
-
CONTINGENT CLAIMS ANALYSIS APPLIED IN CREDIT RISK MODELING
Anderson, Anne M., (2002)
-
The Survival Zone for a Bond with Both Call and Put Options Embedded
Martzoukos, Spiros H., (1998)
- More ...