Single Name Credit Default Swaptions Meet Single Sided Jump Models
Year of publication: |
2010
|
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Authors: | Jönsson, Henrik |
Other Persons: | Schoutens, Wim (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Kreditderivat | Credit derivative |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Derivatives Research, Vol. 11, No. 1, 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 3, 2007 erstellt |
Classification: | C02 - Mathematical Methods ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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