The pricing of credit default swaps during distress
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Searvvušdahkki: | |
| Eará dahkkit: | |
| Materiálatiipa: | Elektrovnnalaš E-girji |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
[Washington, D.C.] :
International Monetary Fund,
c2006.
|
| Ráidu: | IMF working paper ;
WP/06/254. |
| Fáttát: | |
| Liŋkkat: | An electronic book accessible through the World Wide Web; click to view |
| Fáddágilkorat: |
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|
Geahča maid: The pricing of credit default swaps during distress
- The pricing of credit default swaps during distress
- Swaps and other derivatives
- Swaps and other derivatives
- Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
- Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
- What determines U.S. swap spreads?