Dangers of Bilateral Counterparty Risk : The Fundamental Impact of Closeout Conventions
Year of publication: |
2011
|
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Authors: | Brigo, Damiano |
Other Persons: | Morini, Massimo (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Welt | World | Insolvenz | Insolvency |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 13, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1709370 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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