An empirical comparison of default swap pricing models
Patrick Houweling; Ton Vorst
| Year of publication: |
21 Dec. 2001 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Houweling, Patrick (contributor) ; Vorst, Ton (contributor) |
| Institutions: | Erasmus Research Institute of Management (contributor) |
| Publisher: |
Rotterdam : ERIM |
| Subject: | Swap | Derivat | Derivative | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Theorie | Theory |