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About this Economics, Econometrics and Finance article

Modeling Credit Value Adjustment with Downgrade-triggered Termination Clause Using a Ruin Theoretic Approach by Runhuan Feng; Hans W. Volkmer is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author
Runhuan Feng; Hans W. Volkmer
Publisher
Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-6687)
Published
2012
Language
EN
Field
Economics, Econometrics and Finance (Social Sciences)