Pricing certificates under issuer risk
Year of publication: |
2010
|
---|---|
Authors: | Götz, Barbara ; Zagst, Rudi ; Escobar, Marcos |
Published in: |
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk. - New Jersey [u.a.] : World Scientific, ISBN 981-4280-10-0. - 2010, p. 123-146
|
Subject: | Strukturiertes Produkt | Structured product | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Kreditrisiko | Credit risk |
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