On the pricing and hedging of credit risk in incomplete markets
von Christopher Markus Jürgen Lotz
| Year of publication: |
2000
|
|---|---|
| Authors: | Lotz, Christopher |
| Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Hedging | Kapitalmarkttheorie | Financial economics | Stochastischer Prozess | Stochastic process | Unvollkommener Markt | Incomplete market | Theorie | Theory | Martingal | Martingale | Risikomaß | Risk measure | Wettbewerb |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | IV, 156 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Bonn, Univ., Diss., 2000 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001481836