Pricing basket default swaps in a tractable shot-noise model
Alexander Herbertsson; Jiwook Jang; Thorsten Schmidt
| Year of publication: |
2009
|
|---|---|
| Authors: | Herbertsson, Alexander ; Jang, Jiwook ; Schmidt, Thorsten |
| Publisher: |
Göteborg : Dep. of Economics, Göteborg Univ. |
| Subject: | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | Online-Ressource (17 S., 265 KB) |
|---|---|
| Series: | Working papers in economics. - Göteborg, ISSN 1403-2465, ZDB-ID 2684052-2. - Vol. 359 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:2077/20198 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003828944