Pricing CDX credit default swaps using the Hull-White model
Year of publication: |
2008
|
---|---|
Authors: | Hofberger, Bastian ; Wagner, Niklas |
Published in: |
Credit risk : models, derivatives, and management. - Boca Raton, Fla [u.a.] : CRC Press, ISBN 1-58488-994-2. - 2008, p. 197-208
|
Subject: | Kreditderivat | Credit derivative | Optionspreistheorie | Option pricing theory | Swap | Kreditrisiko | Credit risk |
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