Semi analytical valuation of basket credit derivatives in intensity based models

By: Material type: TextTextPublication details: 2006Description: V. 13 Issue. 4 8 - 26Other title:
  • J5781 2006
Uniform titles:
  • Journal of Derivatives (Q)
Subject(s):
Tags from this library: No tags from this library for this title. Log in to add tags.
No physical items for this record

There are no comments on this title.

to post a comment.

Copyright @ 2024  |  All rights reserved, H.T. Parekh Library, Krea University, Sri City