An empirical study of credit default swaps
Year of publication: |
2003
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Authors: | Skinner, Frank S. ; Díaz Pérez, Antonio |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 13.2003, 1, p. 28-38
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Subject: | Insolvenz | Insolvency | Swap | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Währungskrise | Currency crisis | USA | United States | Asien | Asia | Kreditderivat | Credit derivative |
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