On measuring credit risks of derivative instruments
| Year of publication: |
1994
|
|---|---|
| Authors: | Duffee, Gregory R. |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Derivative securities | Risk |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 94-27 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005514132