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On pricing risky loans and collateralized fund obligations
Eberlein, Ernst; German, Helyette; Madan, Dilip B. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 3, pp. 37-54
Persistent link: https://www.econbiz.de/10003903235
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Pricing constant-maturity credit default swaps under jum dynamics
Jönsson, Henrik; Schoutens, Wim - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10003853300
Cover Image
Pricing constant-maturity credit default swaps under jum dynamics
Jönsson, Henrik; Schoutens, Wim - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10009932461
Cover Image
On pricing risky loans and collateralized fund obligations
Eberlein, Ernst; German, Helyette; Madan, Dilip B. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 3, pp. 37-54
Persistent link: https://www.econbiz.de/10009932475