Pricing credit derivatives

Metadata Label Value
Author(s): Ehlers, Philippe Serge
Publisher: ETH
Citation:

Ehlers, Philippe Serge. Pricing credit derivatives. ETH (2007). http://dx.doi.org/10.3929/ethz-a-005485282

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (56.54KB) , Fulltext (791.69KB)
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Detailed Information

Metadata Description
Title Pricing credit derivatives
Author(s) Ehlers, Philippe Serge
Publication Place Zürich
Publisher ETH
Publication Date 2007
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17274, 2007
Language English
DOI http://dx.doi.org/10.3929/ethz-a-005485282
Subject(s) Operations Research
Keyword(s) CREDIT SPREADS
PRICE FORMATION MODELS
CAPITAL ASSET PRICING MODELS
CREDIT RISK
Description File Name MIME Type Size
Abstract   eth-29936-01.pdf application/pdf 56.54KB
Fulltext   eth-29936-02.pdf application/pdf 791.69KB
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E-Collection record created: Sat, 19 Apr 2008, 05:29:12 CET