The valuation of default-triggered credit derivatives
Ren-Raw Chen and Ben J. Sopranzetti
| Year of publication: |
2003
|
|---|---|
| Authors: | Chen, Ren-Raw ; Sopranzetti, Ben J. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 38.2003, 2, p. 359-382
|
| Subject: | Derivat | Derivative | Kredit | Credit | Finanzanalyse | Financial analysis | Insolvenz | Insolvency | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| 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/10001766873