Pricing credit derivatives
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Author / Producer
Date
2007
Publication Type
Doctoral Thesis
ETH Bibliography
yes
Citations
Altmetric
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Contributors
Examiner : Cont, Rama
Examiner : Schönbucher, Philipp J.
Book title
Journal / series
Volume
Pages / Article No.
Publisher
ETH
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
KREDITDERIVATE (FINANZEN); PREISBILDUNGSMODELLE (OPERATIONS RESEARCH); KAPITALANLAGE-BEWERTUNGSMODELLE (OPERATIONS RESEARCH); KREDITRISIKO (WAHRSCHEINLICHKEITSRECHNUNG); CREDIT SPREADS (FINANCE); PRICE FORMATION MODELS (OPERATIONS RESEARCH); CAPITAL ASSET PRICING MODELS (OPERATIONS RESEARCH); CREDIT RISK (PROBABILITY THEORY)
Organisational unit
03624 - Schönbucher, Philipp (ehemalig)
Notes
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17274, 2007.