Semi analytical valuation of basket credit derivatives in intensity based models (Record no. 46229)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 00523nam a2200181Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100324s9999 xx 000 0 und d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Mortensen, Allan |
| 240 ## - UNIFORM TITLE | |
| Uniform title | Journal of Derivatives (Q) |
| 245 ## - TITLE STATEMENT | |
| Title | Semi analytical valuation of basket credit derivatives in intensity based models |
| 246 ## - VARYING FORM OF TITLE | |
| Title proper/short title | J5781 |
| Date or sequential designation | 2006 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2006 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Other physical details | V. 13 |
| Dimensions | Issue. 4 |
| Extent | 8 - 26 |
| 366 ## - TRADE AVAILABILITY INFORMATION | |
| Detailed date of publication | 2006 |
| 366 ## - TRADE AVAILABILITY INFORMATION | |
| Detailed date of publication | Summer |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivatives |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Credit;Derivatives;Intensity based models; |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | |
No items available.