EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES (Q3022055): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Lie Algebraic Solution of Linear Differential Equations / rank | |||
Normal rank | |||
Revision as of 12:46, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES |
scientific article |
Statements
EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES (English)
0 references
22 June 2005
0 references
credit risk
0 references
risky bonds
0 references
contingent claim analysis
0 references
