Valuation of credit default swaptions and credit default index swaptions
Year of publication: |
2009
|
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Authors: | Rutkowski, Marek ; Armstrong, Anthony |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 7, p. 1027-1053
|
Subject: | Kreditversicherung | Credit insurance | Kreditderivat | Credit derivative | Swap | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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