Pricing tranched credit products with generalized multifactor models
M. Moreno; J. I. Peña; P. Serrano
| Year of publication: |
May 2007
|
|---|---|
| Other Persons: | Moreno, Manuel (contributor) ; Peña Sánchez de Rivera, Juan Ignacio (contributor) ; Serrano, Pedro (contributor) |
| Publisher: |
Getafe |
| Subject: | Theorie | Theory | Preismanagement | Pricing strategy | Kreditrisiko | Credit risk |
| Extent: | Online-Ressource, 43 S., Text graph. Darst. |
|---|---|
| Series: | Working papers / Department of Economics, Universidad Carlos III de Madrid. - Getafe, ZDB-ID 2219986-X. - Vol. 07,39 Working papers / Business economic series / Department of Business Administration. - Getafe, ISSN 2341-0795, ZDB-ID 2271241-0. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003570823