Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives

Description

Zugl.: Köln, Univ., Diss., 2005

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1. http://deposit.ddb.de/cgi-bin/dokserv?id=2790901&prov=M&dok_var=1&dok_ext=htm

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Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/181557701
Date	January 2005
Creators	Wang, Qian
Publisher	Lohmar Köln Eul
Source Sets	OCLC
Language	English
Detected Language	English