Pricing and Hedging of Defaultable Models
Modelling defaultable contingent claims has attracted a lot of interest in recent years, motivated in particular by the Late-2000s Financial Crisis. In several papers various approaches on the subject have been made. This thesis tries to summarize these results and derive explicit formulas for the p...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
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Högskolan i Halmstad, Tillämpad matematik och fysik (MPE-lab)
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16052 |