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
24
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