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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Hsieh, Ming-hua"
~person:"Pedersen, Claus"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
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An efficient algorithm for basket default swap valuation
Chiang, Mi-hsiu
;
Yueh, Meng-lan
;
Hsieh, Ming-hua
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
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pp. 8-19
Persistent link: https://www.econbiz.de/10003673297
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