Valuation of a credit swap of the basket type
Masaaki Kijima
| Year of publication: |
2000
|
|---|---|
| Authors: | Kijima, Masaaki |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 4.2000, 1, p. 81-97
|
| Subject: | risk-neutral valuation | Kredit | Credit | Derivat | Derivative | Swap | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review of derivatives research |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001521989