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Affine modeling of credit risk, pricing of credit events and contagion
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Authors and Corporations: | , , , |
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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: | |
Series: |
Centre de recherche en économie et statistique: Série des documents de travail ; no. 2020, 01
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Subjects: | |
Source: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
Physical Description: | 1 Online-Ressource (circa 80 Seiten); Illustrationen |
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