On the term structure of default premia in the swap and LIBOR markets
Pierre Collin Dufresne ; Bruno Solnik
| Year of publication: |
1998
|
|---|---|
| Authors: | Collin-Dufresne, Pierre ; Solnik, Bruno |
| Institutions: | Chambre de commerce et d'industrie de Paris (contributor) |
| Publisher: |
Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris |
| Subject: | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Swap | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | 40, [9] S. graph. Darst |
|---|---|
| Series: | Les cahiers de recherche / HEC Paris. - Jouy-en-Josas, ZDB-ID 2394841-3. - Vol. 648 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 2-85418-648-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000996176