Swap rates and credit quality
Year of publication: |
1996
|
---|---|
Authors: | Duffie, Darrell |
Other Persons: | Huang, Ming (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 51.1996, 3, p. 921-949
|
Subject: | Swap | Optionspreistheorie | Option pricing theory | Kreditwürdigkeit | Credit rating | Theorie | Theory |
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