Building models for credit spreads
Angelo Arvanitis, Jonathon Gregory, and Jean-Paul Laurent
| Year of publication: |
1999
|
|---|---|
| Authors: | Arvanitis, Angelo ; Gregory, Jonathon ; Laurent, Jean-Paul |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 6.1999, 3, p. 27-43
|
| Subject: | Zinsstruktur | Yield curve | Kreditwürdigkeit | Credit rating | Anleihe | Bond | Zinsderivat | Interest rate derivative | Theorie | Theory | USA | United States | 1997-1998 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001432491