Contagion effects and collateralized credit value adjustments for credit default swaps
Rüdiger Frey and Lars Rösler
| Year of publication: |
2014
|
|---|---|
| Authors: | Frey, Rüdiger ; Rösler, Lars |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 7, p. 1-29
|
| Subject: | Counterparty credit risk | bilateral credit value adjustment | collateralization | credit default swap | contagion | incomplete information | Theorie | Theory | Finanzdienstleistung | Financial services | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | Insolvenz | Insolvency | Swap |
| 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/10010498864