Pricing of credit derivatives with the asymptotic expansion approach

Author(s)

• 室井, 芳史 ムロイ, ヨシフミ
• 日本銀行金融研究所 ニホン ギンコウ キンユウ ケンキュウジョ

Bibliographic Information

Pricing of credit derivatives with the asymptotic expansion approach

Yoshifumi Muroi

（IMES discussion paper series, no. 2006-E-13）

Institute for Monetary and Economic Studies, Bank of Japan, 2006

Other Title

IMES

Note

Cover title

Bibliography: p. 22-24

• NCID: BA78016410
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 29 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BN15051361