Ausgabe 1/2011
Inhalt (6 Artikel)
Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model
Jin Liang, Jun Mei Ma, Tao Wang, Qin Ji
Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model
Kiyotaka Satoyoshi, Hidetoshi Mitsui