✦ LIBER ✦

Credit derivatives and loan pricing

✍ Scribed by Lars Norden; Wolf Wagner

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The economics of loan commitment contrac

✍ Arie Melnik; Steven E. Plaut 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 811 KB

Pricing and hedging of credit derivative

✍ Rüdiger Frey; Thorsten Schmidt 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 957 KB

Pricing and Hedging Credit Derivatives w

✍ Umberto Cherubini; Elisa Luciano 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 428 KB

Basic Insights in Pricing Basket Credit

✍ Marcello Esposito 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 679 KB

Credit rationing and non-price loan term

✍ Erkki Koskela 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 713 KB

A UNIFIED FRAMEWORK FOR PRICING CREDIT A

✍ Erhan Bayraktar; Bo Yang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 369 KB