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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) |
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) |
FINANCIAL INNOVATION MONEY AND CURRENCY CAPITAL ASSET PRICING MODELS CREDIT RISK PROBABILITY THEORY |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-29936-01.pdf |
application/pdf | 56.54KB |
| Fulltext |
eth-29936-02.pdf |
application/pdf | 791.69KB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=005485282 |
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E-Collection record created: Sat, 19 Apr 2008, 05:29:12 CET