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Schönbucher, 2003 - Google Patents

Credit derivatives pricing models: models, pricing and implementation

Schönbucher, 2003

Document ID
17634482612393339709
Author
Schönbucher P
Publication year

External Links

Snippet

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first …
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Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q99/00—Subject matter not provided for in other groups of this subclass

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