Pricing counterparty default risks : applications to FRNs and vulnerable options
Year of publication: |
2005
|
---|---|
Authors: | Kang, Jangkoo ; Kim, Hwa-sung |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 3, p. 376-392
|
Subject: | Insolvenz | Insolvency | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Theorie | Theory |
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