THE IMPACT OF MARGIN INTEREST ON THE VALUATION OF CREDIT DEFAULT SWAPS
| Year of publication: |
2012
|
|---|---|
| Authors: | Kan, Yu Hang ; Pedersen, Claus |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 20.2012, 1, p. 60-80
|