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Affine modeling of credit risk, pricing of credit events and contagion

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Bibliographic Details
Authors and Corporations: Monfort, Alain (Author), Pegoraro, Fulvio (Author), Renne, Jean-Paul (Author), Roussellet, Guillaume (Author)
Other Authors: Pegoraro, Fulvio [Author] • Renne, Jean-Paul 1979- [Author] • Roussellet, Guillaume [Author]
Edition: This version: December 2019
Type of Resource: E-Book
Language: English
published:
[Palaiseau] Center for Research in Economics and Statistics December 2019
Series: Centre de recherche en économie et statistique: Série des documents de travail ; no. 2020, 01
Source: Verbunddaten SWB
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