Fair (intra-bank transfer) prices for credits with stochastic recovery
Year of publication: |
2008
|
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Authors: | Leitner, Johannes |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 2, p. 243-253
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Subject: | Geldmarkt | Money market | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Kreditgeschäft | Bank lending | CAPM |
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