Assaf Zeevi

“Extreme events and multi-name credit derivatives”

Coauthor(s): Roy Mashal, Marco Naldi.

Editors: Jon Gregory

Source: Credit Derivatives: The Definitive Guide
Exact Citation:
Mashal, Roy, Marco Naldi, and Assaf Zeevi. "Extreme events and multi-name credit derivatives." In Credit Derivatives: The Definitive Guide, 313-338. Ed. Jon Gregory. New York: Risk Books, 2003.
Pages: 313-338
Place: New York
Date: 2003