Frey, Rüdiger. 2014. Contagion Effects and Collateralized Credit Value Adjustments for Credit Default Swaps. Conference on Mathematics in Finance 2014, Skukuza, Kruger National Park, South Africa, 24.08.-29.08. Invited Talk
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Contagion Effects and Collateralized Credit Value Adjustments for Credit Default Swaps |
Event | Conference on Mathematics in Finance 2014 |
Year | 2014 |
Date | 24.08.-29.08 |
Country | South Africa |
Location | Skukuza, Kruger National Park |
URL | http://www.nwu.ac.za/content/mif-2014-landing-page |
Invited Talk | Y |