The valuation of credit default swap options
Year of publication: |
2003
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Authors: | Hull, John ; White, Alan |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 10.2002, 3, p. 40-50
|
Subject: | Swap | Insolvenz | Insolvency | Finanzanalyse | Financial analysis | Kreditderivat | Credit derivative |
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