Pricing Property Index Linked Swaps with Counterparty Default Risk
| Year of publication: |
2008
|
|---|---|
| Authors: | Patel, Kanak ; Pereira, Ricardo |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 36.2008, 1, p. 5-21
|
| Publisher: |
Springer |
| Subject: | Total return swaps | Property derivatives | Default risk |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005810482