Pricing of credit derivatives with the asymptotic expansion approach

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Bibliographic Information

Title
"Pricing of credit derivatives with the asymptotic expansion approach"
Statement of Responsibility
Yoshifumi Muroi
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2006
Book size
30 cm
Other Title
  • IMES

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Notes

Cover title

Bibliography: p. 22-24

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Details 詳細情報について

  • CRID
    1130000794843768832
  • NII Book ID
    BA78016410
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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