مرکز منطقه ای اطلاع رساني علوم و فناوري - An approximation method for analysis and valuation of credit correlation derivatives

Title of article :

An approximation method for analysis and valuation of credit correlation derivatives

Author/Authors :

Masahiko Egami، نويسنده , , Kian Esteghamat، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

341

To page :

364

Keywords :

Correlated credit risk , Structured security , Portfolio approximation

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193824

Link To Document :