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Lectures

Valuation and Hedging of Credit Derivatives

Bielecki Tomasz R. 1 Monique Jeanblanc 2 Rutkowski Marek 3
1 IIT - Illinois Institute of Technology
2 Département de Mathématiques [Evry]
3 UNSW - University of New South Wales [Sydney]
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https://cel.archives-ouvertes.fr/cel-00398075
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Submitted on : Wednesday, June 24, 2009 - 11:21:51 AM
Last modification on : Monday, February 24, 2020 - 6:11:10 PM
Long-term archiving on: : Tuesday, June 15, 2010 - 6:34:22 PM

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Bielecki Tomasz R., Monique Jeanblanc, Rutkowski Marek. Valuation and Hedging of Credit Derivatives. 3rd cycle. Marrakech (Maroc), 2007, pp.165. ⟨cel-00398075⟩

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