Pricing Interest Rate-Sensitive Credit Portfolio Derivatives
dc.contributor.author
Ehlers, Philippe
dc.contributor.author
Schönbucher, Philipp J.
dc.date.accessioned
2017-06-10T17:21:03Z
dc.date.available
2017-06-10T17:21:03Z
dc.date.issued
2006-07
dc.identifier.uri
http://hdl.handle.net/20.500.11850/67239
dc.language.iso
en
dc.publisher
NCCR Finrisk
dc.title
Pricing Interest Rate-Sensitive Credit Portfolio Derivatives
dc.type
Working Paper
ethz.journal.title
NCCR Finrisk Working Paper
ethz.journal.volume
354
ethz.size
34 p.
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
03624 - Schönbucher, Philipp
ethz.leitzahl.certified
03624 - Schönbucher, Philipp
ethz.date.deposited
2017-06-10T17:22:20Z
ethz.source
ECIT
ethz.identifier.importid
imp593650a16e85c59187
ethz.ecitpid
pub:107064
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-20T15:20:43Z
ethz.rosetta.lastUpdated
2024-02-01T20:28:51Z
ethz.rosetta.versionExported
true
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Working Paper [5652]