Pricing Credit Risk with Risky Collateral: A Methodology for Haircut Determination.

Details

Serval ID
serval:BIB_16236
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Pricing Credit Risk with Risky Collateral: A Methodology for Haircut Determination.
Journal
Working Papers
Author(s)
Cossin D, Hricko T
Publication state
Published
Issued date
2000
Create date
19/11/2007 9:37
Last modification date
20/08/2019 12:45
Usage data