Authors
Roy Mashal, Marco Naldi, and Assaf Zeevi
Format
Chapter
Publication Date
Book
Credit Derivatives: The Definitive Guide

Full Citation

Mashal, Roy, Marco Naldi, and Assaf Zeevi
. “Extreme events and multi-name credit derivatives.” In
Credit Derivatives: The Definitive Guide
, edited by
Jon Gregory
,
313
-
338
.
New York
:
Risk Books
, 2003.