Valuation of credit default swaps and swaptions
Year of publication: |
2004
|
---|---|
Authors: | Jamshidian, Farshid |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 3, p. 343-371
|
Subject: | Swap | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Theorie | Theory | Kreditderivat | Credit derivative |
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