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EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES - MaRDI portal

EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES (Q3022055)

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English
EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES
scientific article

    Statements

    title
    EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES (English)
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    author
    Cho-Hoi Hui
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    Chi-Fai Lo
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    publication date
    22 June 2005
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    zbMATH Keywords
    credit risk
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    risky bonds
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    contingent claim analysis
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    Identifiers

    zbMATH DE Number
    2177831
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    OpenAlex ID
    W3121892344
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