Economic determinants of default risks and their impacts on credit derivative pricing
Szu-Lang Liao; Jui-Jane Chang
| Year of publication: |
2010
|
|---|---|
| Authors: | Liao, Szu-Lang ; Chang, Jui-jane |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 11, p. 1058-1081
|
| Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Kreditrisiko | Credit risk | USA | United States | 1998-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008900939