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1 Ergebnisse
1
A Discrete-Time Approach to Arbitrage-Free Pricing of Credi..:
Das, Sanjiv Ranjan
;
Sundaram, Rangarajan K.
Management Science. 46 (2000) 1 - p. 46-62 , 2000
Link:
https://www.jstor.org/stable/2634907
RT Journal T1
A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
UL https://suche.suub.uni-bremen.de/peid=jstor-2634907&Exemplar=1&LAN=DE A1 Das, Sanjiv Ranjan A1 Sundaram, Rangarajan K. PB Institute for Operations Research and the Management Sciences YR 2000 SN 0025-1909 SN 1526-5501 K1 Credit Risk K1 Derivatives K1 No-Arbitage K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial management K1 Financial risk K1 Nonsystemic risk K1 Credit risk K1 Applied economics K1 Economic modeling K1 Economic models K1 Economic forecasting models K1 Yield curves K1 Credit K1 Applied sciences K1 Computer science K1 Algorithms K1 Business K1 Accountancy K1 Financial accounting K1 Financial liabilities K1 Debt K1 Corporate debt K1 Mathematics K1 Pure mathematics K1 Probability theory K1 Random variables K1 Stochastic processes K1 Martingales K1 Law K1 Civil law K1 Contract law K1 Contracts K1 Financial contracts K1 Derivative contracts K1 Security swaps K1 Credit default swaps K1 Financial instruments K1 Financial securities K1 Financial bonds K1 Corporate bonds K1 Business economics K1 Corporate finance K1 Cash flow K1 Mathematical analysis K1 Recursion JF Management Science VO 46 IS 1 SP 46 OP 62 LK http://dx.doi.org/https://www.jstor.org/stable/2634907 DO https://www.jstor.org/stable/2634907 SF ELIB - SuUB Bremen
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