Arbitrage-free credit pricing using default probabilities and risk sensitivities

✍ Scribed by Andreas Blöchlinger

• Book ID: 116615696
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 503 KB
• Volume: 35
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2010.08.005