Pricing Credit-Linked Notes Issued by the Protection Buyer and an SPV.

Chou-Wen Wang Chia-Chien Chang

Published in: IIH-MSP (2007)

Keyphrases

electronic commerce
credit scoring
supply chain
information security
profit maximization
financial markets
dynamic pricing
revenue management
protection scheme
pricing model
decision process
mechanism design
critical infrastructure
polygonal approximation
financial institutions