Valuing credit derivatives
Francic A. Longstaff and Eduardo S. Schwartz
| Year of publication: |
1995
|
|---|---|
| Authors: | Longstaff, Francis A. |
| Other Persons: | Schwartz, Eduardo S. (contributor) |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 5.1995, 1, p. 6-12
|
| Subject: | Derivat | Derivative | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory | 1977-1992 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001213254