How well do classical credit risk pricing models fit swap transaction data?
Year of publication: |
1998
|
---|---|
Authors: | Cossin, Didier |
Other Persons: | Pirotte, Hugues (contributor) |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 4.1998, 1, p. 65-77
|
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Swap | Theorie | Theory |
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