13. Structural Counterparty Risk Valuation for Credit Default Swaps
Published Online: 7 SEP 2012
Copyright © 2011 Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras. All rights reserved.
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
How to Cite
Bielecki, T. R., Brigo, D. and Patras, F. (2011) Structural Counterparty Risk Valuation for Credit Default Swaps, in Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118531839.ch13
- Published Online: 7 SEP 2012
- Published Print: 24 JAN 2011
Print ISBN: 9781576603581
Online ISBN: 9781118531839
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