Credit default swap valuation with counterparty risk
Year of publication: |
2005
|
---|---|
Authors: | Seng Yuen Leung ; Kwok, Yue-Kuen |
Published in: |
The Kyoto economic review. - Kyoto : [Verlag nicht ermittelbar], ISSN 1349-6786, ZDB-ID 2179174-0. - Vol. 74.2005, 1, p. 25-45
|
Subject: | intensity model | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Theorie | Theory |
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