Asset Dynamics Estimation and Its Impact on CDS Pricing

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Contribution to collective works (Parts of books)

François, Pascal; Hübner, Georges

2008 • In Ali, Paul; Gregoriou, Greg (Eds.) Credit Derivatives Handbook

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https://hdl.handle.net/2268/35229

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Disciplines :

Finance

Author, co-author :

François, Pascal

Hübner, Georges ; Université de Liège - ULiège > HEC - École de gestion de l'ULiège > Gestion financière

Language :

English

Title :

Asset Dynamics Estimation and Its Impact on CDS Pricing

Publication date :

2008

Main work title :

Credit Derivatives Handbook

Author, co-author :

Ali, Paul

Gregoriou, Greg

Publisher :

McGraw Hill, New York, United States - New York

Pages :

121-142

Available on ORBi :

since 11 January 2010

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