Optimal Credit Swap Portfolios
Year of publication: |
2018
|
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Authors: | Giesecke, Kay |
Other Persons: | Kim, Baeho (contributor) ; Kim, Jack (contributor) ; Tsoukalas, Gerry (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Swap | Kredit | Credit | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 16, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.1427410 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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