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Type de document
Institution
Collection spécifique
Langue
- Anglais (2)
Auteur
- Barone Adesi, Giovanni (Dir.) (2)
- Dall'O, Hakim (1)
- Luisi, Maurizio (1)
Mot clé
- Corporate bonds (2)
- Basis risk (1)
- CDX (1)
- Credit risk (1)
- Default intensity (1)
- Event risk (1)
- Hedging (1)
- Historical distribution (1)
- Immunization (1)
- Interest rate risk (1)
- Interest rate rule (1)
- Pricing kernel (1)
- Risk neutral (1)
- Risk premia (1)
- State price density per unit probability (1)
- Yield curve risk (1) Plus Moins