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Hull et al., 2013 - Google Patents

Credit derivatives

Hull et al., 2013

Document ID
5407869726807402689
Author
Hull J
White A
Publication year
Publication venue
Handbook of the Economics of Finance

External Links

Snippet

This chapter explains how the main types of credit derivatives work and how they are valued. Central to the valuation of credit derivatives is an estimation of the probability that reference entities will default. The chapter discusses both the risk-neutral probabilities of …
Continue reading at www.sciencedirect.com (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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