Default risk in a market model
Year of publication: |
2000
|
---|---|
Authors: | Lotz, Christopher ; Schlögl, Lutz |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 24.2000, 1/2, p. 301-327
|
Subject: | Zinsderivat | Interest rate derivative | Kreditrisiko | Credit risk | Theorie | Theory |
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