Numerical pricing of collateral debt obligations : a Monte Carlo approach
Year of publication: |
2008
|
---|---|
Authors: | Moreno, Manuel ; Serrano, Pedro |
Published in: |
Credit risk : models, derivatives, and management. - Boca Raton, Fla [u.a.] : CRC Press, ISBN 1-58488-994-2. - 2008, p. 527-549
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Kreditsicherung | Collateral |
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