A tree implementation of a credit spread model for credit
by Philipp J. Schönbucher
| Year of publication: |
2001
|
|---|---|
| Authors: | Schönbucher, Philipp J. |
| Publisher: |
Bonn : Bonn Graduate School of Economics |
| Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Finanzanalyse | Financial analysis | Risikoprämie | Risk premium | Kreditwürdigkeit | Credit rating | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | 35 S |
|---|---|
| Series: | Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn. - Bonn : Univ., ZDB-ID 2029303-3. - Vol. 2001,17 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: ftp://ftp.wiwi.uni-bonn.de/papers/bgse/2001/bgse17_2001.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001598744