Pricing Tranched Credit Products with Generalized Multifactor Models. In: Credit Risk: Models, Derivatives and Management Book Chapters uri icon

book title

  • Credit Risk: Models, Derivatives and Management

country

  • REINO UNIDO

publication date

  • January 2008

start page

  • 485

end page

  • 510

isbn

  • 978-1-58488-994-6

series title / series number

  • Financial Mathematics Series