A unified approach to Credit Default Swaption and Constant Maturity Credit Default Swap valuation
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
-
Englisch
- Bibliographic citation
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Berichte des Fraunhofer-Instituts für Techno- und Wirtschaftsmathematik (ITWM Report) ; 96
- Classification
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Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Kaiserslautern
- (who)
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Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, Fraunhofer (ITWM)
- (when)
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2006
- Creator
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Krekel, M.
Wenzel, J.
- URN
-
urn:nbn:de:hbz:386-kluedo-14596
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:41 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Krekel, M.
- Wenzel, J.
- Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, Fraunhofer (ITWM)
Time of origin
- 2006
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