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author_facet:"Chateau, Jean-Pierre"
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1
Banks' regulatory capital requirement pricing the credit risk of short-term loan commitments
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Dufresne, Daniel
Published 2000
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The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications
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Dufresne, Daniel
Published 2000
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Basle II capital adequacy computing the "fair" capital charge for loan commitment "true" credit risk
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Chateau, Jean-Pierre
Published 2002
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Institution: University Library of Regensburg
Author: Chateau, Jean-Pierre
Institution
University Library of Regensburg
Format
3
Book
Author
Chateau, Jean-Pierre
2
Dufresne, Daniel
1
Wu, Jian
Language
2
English
1
French
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