Risk-Neutral Valuation Under Differential Funding Costs, Defaults and Collateralization
Year of publication: |
2018
|
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Authors: | Brigo, Damiano |
Other Persons: | Buescu, Cristin (contributor) ; Francischello, Marco (contributor) ; Pallavicini, Andrea (contributor) ; Rutkowski, Marek (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | CAPM | Kapitalkosten | Cost of capital |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 28, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3131352 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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