Evaluation, dans un univers forward-neutre, de produits de taux d'intéret soumis au défaut
Jean-Claude Augros, Idriss Tchapda Djamen
| Year of publication: |
2002
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|---|---|
| Authors: | Augros, Jean-Claude ; Djamen, Idriss Tchapda |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 23.2002, 1, p. 7-24
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache u.d.T.: Pricing of interest rates derivatives subject to credit risk in forward-neutral world In: Finance |
| Source: |
Persistent link: https://www.econbiz.de/10009918877