Credit default swaps valuation
Year of publication: |
2008
|
---|---|
Authors: | Chen, Ren-Raw ; Fabozzi, Frank J. ; O'Kane, Dominic |
Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 507-517
|
Subject: | Theorie | Theory | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Swap | Derivat | Derivative |
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