The doble default value-of-the-firm model
C. Gourieroux and A. Monfort
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 2, p. 47-76
|
| Subject: | default | vulnerable option | counterparty credit risk | counterparty valuation adjustment | value of firm | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Derivat | Derivative | Optionspreistheorie | Option pricing theory | OTC-Handel | OTC market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597891