Arbitrage-free credit pricing using default probabilities and risk sensitivities
Andreas Blöchlinger
| Year of publication: |
2011
|
|---|---|
| Authors: | Blöchlinger, Andreas |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 2, p. 268-281
|
| Subject: | Arbitrage Pricing | Arbitrage pricing |
| Extent: | graph. Darst. |
|---|---|
| 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/10009244332