Default and recovery risk valuation in incomplete markets

Metadata Label Value
Author(s): Rüegg, Marcel B. (Marcel Beat)
Publisher: Unknown
Citation:

Rüegg, Marcel B. (Marcel Beat). Default and recovery risk valuation in incomplete markets. (2001). http://dx.doi.org/10.3929/ethz-a-004180300

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (227.88KB), Fulltext (4.71MB)
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Detailed Information

Metadata Description
Title Default and recovery risk valuation in incomplete markets
Author(s) Rüegg, Marcel B. (Marcel Beat)
Publication Place Zürich
Publication Date 2001
Notes Diss., Mathematische Wissenschaften ETH Zürich, Nr. 14087, 2001
Language English
DOI http://dx.doi.org/10.3929/ethz-a-004180300
Subject(s) Mathematical Statistics
Keyword(s) PORTFOLIO SELECTION
CREDIT
OTHER ASPECTS AND OTHER TYPES OF CREDIT
MONEY AND CURRENCY
RISK THEORY
PROBABILITY THEORY
Description File Name MIME Type Size
Abstract   eth-24151-01.pdf application/pdf 227.88KB
Fulltext   eth-24151-02.pdf application/pdf 4.71MB
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E-Collection record created: Fri, 18 Apr 2008, 22:52:12 CET