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

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Serval ID
serval:BIB_16236
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
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
OAI-PMH
oai:serval.unil.ch:BIB_16236
Create date
19/11/2007 10:37
Last modification date
20/08/2019 13:45
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