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Affine modeling of credit risk, pricing of credit events and contagion
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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: |
[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 Lizenzfreie Online-Ressourcen |
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