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  4. A unified approach to credit default swaption and constant maturity credit default swap valuation
 
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2006
Report
Title

A unified approach to credit default swaption and constant maturity credit default swap valuation

Author(s)
Krekel, M.
Wenzel, J.
Publisher
Fraunhofer ITWM
Publishing Place
Kaiserslautern
File(s)
Download (691.38 KB)
Rights
Use according to copyright law
DOI
10.24406/publica-fhg-293016
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM  
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