DTSSM (DURATION TIMES SPREAD) FOR CDS: A New Measure of Spread Sensitivity
| Year of publication: |
2007
|
|---|---|
| Authors: | Dor, Arik Ben ; Polbennikov, Simon ; Rosten, Jeremy |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 16.2007, 4, p. 32-44
|