𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Hedging of defaultable claims in a structural model using a locally risk-minimizing approach

✍ Scribed by Okhrati, Ramin; Balbás, Alejandro; Garrido, José


Book ID
124116962
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
647 KB
Volume
124
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Multiperiod hedging using futures: A ris
✍ Charles T. Howard; Louis J. D'Antonio 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 812 KB

he single period model, because of its simplicity and often plausible representa-T tion, is used to describe a wide range of economic and financial decision making. Those who advocate such an approach recognize that the world is truly multiperiod and approximately infinite, but find that a single pe

A formal and structured approach to the
✍ R.M. BOTTING; C.W. JOHNSON 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 406 KB

Recent work (Telford & Johnson, 1996;Johnson, 1997), involving the application of formal notations to analyse accident reports has shown that the quality of these accident reports is poor, so much so that their conclusions can be misleading. The proposed solution has been to use formal notations in