Pricing property index linked swaps with counterparty default risk
Kanak Patel; Ricardo Pereira
| Year of publication: |
2008
|
|---|---|
| Authors: | Patel, Kanak ; Pereira, Ricardo |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 36.2008, 1, p. 5-21
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| Subject: | Grundeigentum | Real property | Index | Index number | Swap | Kreditrisiko | Credit risk | Bewertung | Evaluation | Theorie | Theory | Großbritannien | United Kingdom | 1980-2004 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003622042