Static hedging of defaultable contingent claims : a simple hedging scheme across equity and credit markets
Year of publication: |
2011
|
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Authors: | Ohsaki, Shuichi ; Yamazaki, Akira |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 2, p. 239-264
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Subject: | Eventualforderung | Ausfallrisiko | Hedging | Notleidender Kredit | Non-performing loan | Kreditrisiko | Credit risk | Optionsgeschäft | Option trading |
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