The Valuation of Correlation-Dependent Credit Derivatives Using a Structural Model
Year of publication: |
[2005]
|
---|---|
Authors: | Hull, John C. |
Other Persons: | Predescu, Mirela (contributor) ; White, Alan (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2005 erstellt |
Other identifiers: | 10.2139/ssrn.686481 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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