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
Publication state
Published
Issued date
2000
OAI-PMH
Create date
19/11/2007 10:37
Last modification date
20/08/2019 13:45