Jochen Backhaus
Original record- Institution
- Universität Leipzig
- Year
- 2008
- Country
- Germany
- MGP identifier
- 165511
Dissertation: Pricing and Hedging of Credit Derivatives with Interacting Default Intensities: A Markovian Approach
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Rüdiger FreyRheinische Friedrich-Wilhelms-Universität Bonn · 1995
Students 0
No students recorded in this snapshot.