Valuation of complex financial instruments for credit risk transfer
Year of publication: |
2011
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Authors: | Hamerle, Alfred ; Igl, Andreas |
Published in: |
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010. - Berlin : Springer, ISBN 3-642-20008-7. - 2011, p. 117-122
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Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Derivat | Derivative | Finanzprodukt | Financial product |
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