Pricing of defaultable securities in a multi-factor quadratic Gaussian model
Samson Assefa
| Year of publication: |
2007
|
|---|---|
| Authors: | Assefa, Samson |
| Publisher: |
Broadway NSW |
| Subject: | Stochastischer Prozess | Stochastic process | Kreditversicherung | Credit insurance | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | 48 S. graph. Darst. |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ISSN 1441-8010, ZDB-ID 2163440-3. - Vol. 202 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003685189