Credit risk models in risk-neutral valuation of options and guarantees

By Grzegorz Darkiewicz-Moniuszko, Ed Morgan, Michal Bobrowski, and Aldo Balestreri
19 August 2020

About the Author(s)

Grzegorz Darkiewicz-Moniuszko

Warsaw Tel: 48 22 6306204

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Ed Morgan

Milan Tel: 39 02 7626051

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Michal Bobrowski

Warsaw

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Aldo Balestreri

Milan Tel: 39 045 8765530

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