Recovery assumptions in the valuation of credit derivatives
Year of publication: |
2002
|
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Authors: | Delianedis, Gordon ; Lagnado, Ronald |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 11.2001, 4, p. 20-30
|
Subject: | Derivat | Derivative | Bewertung | Evaluation | Kreditrisiko | Credit risk | Swap | Theorie | Theory | Kreditderivat | Credit derivative |
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