Credit events and the valuation of credit derivatives of basket type
Year of publication: |
2000
|
---|---|
Authors: | Kijima, Masaaki ; Muromachi, Yukio |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 4.2000, 1, p. 55-79
|
Subject: | risk-neutral valuation | Kredit | Credit | Derivat | Derivative | Insolvenz | Insolvency | Swap | Theorie | Theory |
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