Pricing and hedging of structured credit derivatives
Year of publication: |
2004
|
---|---|
Authors: | Hellmich, Martin ; Steinkamp, Oliver |
Published in: |
CreditRisk+ in the banking industry. - Berlin : Springer, ISBN 978-3-540-20738-2. - 2004, p. 325-362
|
Subject: | Hedging | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk |
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