Bewertung von Kreditderivaten mit Gegenparteirisiko
Year of publication: |
2002
|
---|---|
Authors: | Läger, Volker ; Oehler, Andreas |
Published in: |
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen. - Stuttgart : Schäffer-Poeschel, ISBN 3-7910-2054-4. - 2002, p. 157-179
|
Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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