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Deriving the term structure of banking crisis risk with a compound option approach
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Deriving the term structure of banking crisis risk with a compound option approach, Stefan Eichler
- Language
- Released
- 2010
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- Title
- Deriving the term structure of banking crisis risk with a compound option approach
- Language
- English
- Authors
- Stefan Eichler
- Publisher
- Dt. Bundesbank, Press and Public Relations Div.
- Released
- 2010
- ISBN10
- 3865586066
- ISBN13
- 9783865586063
- Series
- Discussion paper / Deutsche Bundesbank ; Eurosystem : Ser. 2, Banking and financial studies
- Category
- Business and Economics