Pricing catastrophe bonds by an arbitrage approach
Year of publication: |
2003
|
---|---|
Authors: | Vaugirard, Victor E. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 43.2003, 1, p. 119-132
|
Saved in:
Saved in favorites
Similar items by person
-
The valuation of nature-linked bonds with exchange rate risk
Poncet, Patrice, (2001)
-
Vaugirard, Victor E., (2004)
-
Informational contagion of sudden stops in a global games framework
Vaugirard, Victor E., (2004)
- More ...