A shortcut way of pricing default risk through zero-utility principle
Luisa Tibiletti
| Year of publication: |
2006
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|---|---|
| Authors: | Tibiletti, Luisa |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 73.2006, 2, p. 303-308
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| Subject: | Risikoprämie | Risk premium | Risikomanagement | Risk management | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003335267