Pricing derivatives on financial securities subject to credit risk
Year of publication: |
2004
|
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Authors: | Jarrow, Robert A. ; Turnbull, Stuart M. |
Published in: |
Credit risk models and management. - London. : Risk Books, ISBN 1-904339-21-2. - 2004, p. 333-374
|
Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
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