Affine Models, Credit Spreads and the Delivery Option of a Multi-Issuer Bond Future


Bühler, Wolfgang ; Düllmann, Klaus ; Windfuhr, Marc


URL: http://papers.ssrn.com/sol3/papers.cfm?abstract_id...
Document Type: Working paper
Year of publication: 2001
The title of a journal, publication series: Working papers / Lehrstuhl für ABWL, Finanzwirtschaft, insb. Bankbetriebslehre
Volume: 01-01
Place of publication: Mannheim
Publication language: English
Institution: Business School > ABWL u. Finanzierung (Bühler Em)
MADOC publication series: Lehrstuhl für ABWL, Finanzwirtschaft, insb. Bankbetriebslehre (Weber) > Working Papers
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Bühler, Wolfgang ; Düllmann, Klaus ; Windfuhr, Marc (2001) Affine Models, Credit Spreads and the Delivery Option of a Multi-Issuer Bond Future. Working papers / Lehrstuhl für ABWL, Finanzwirtschaft, insb. Bankbetriebslehre Mannheim 01-01 [Working paper]


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