Valuation of Credit Default Swaptions and Credit Default Index Swaptions
Year of publication: |
2010
|
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Authors: | Rutkowski, Marek |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Optionspreistheorie | Option pricing theory | Swap | Kreditversicherung | Credit insurance | Kreditrisiko | Credit risk |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Vol. 12, No. 7, pp. 1027-1053, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2009 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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