000 | 00494nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aChiang,Mi Hsiu et al | ||
240 | _aJournal of Derivatives (Q) | ||
245 | _aEfficient algorithm for basket default swap valuation | ||
246 | _f2007 | ||
260 | _c2007 | ||
300 |
_bV. 15 _cIssue. 2 _a8-19 |
||
366 | _b2007 | ||
366 | _bWinter | ||
650 | _aDerivatives | ||
653 | _aBasket default swaps;Monte carlo simulations; | ||
942 | _cJA | ||
999 |
_c46147 _d46147 |