Modeling and monitoring risk acceptability in markets : the case of the credit default swap market
Dilip B. Madan
| Year of publication: |
2014
|
|---|---|
| Authors: | Madan, Dilip B. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 47.2014, p. 63-73
|
| Subject: | Separating hyperplanes | Measure changes | Minmaxvar distortion | Bid and ask prices | Kreditderivat | Credit derivative | Theorie | Theory | Kreditrisiko | Credit risk |
| 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/10010506505