The pricing of credit default swaps during distress
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
c2006.
|
| Series: | IMF working paper ;
WP/06/254. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG6024.A3 |b A63 2006eb |
| 100 | 1 | |a Andritzky, Jochen R. | |
| 245 | 1 | 4 | |a The pricing of credit default swaps during distress |h [electronic resource] / |c prepared by Jochen Andritzky and Manmohan Singh. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c c2006. | ||
| 300 | |a 23 p. | ||
| 490 | 1 | |a IMF working paper ; |v WP/06/254 | |
| 500 | |a "November 2006." | ||
| 504 | |a Includes bibliographical references. | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2011. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Swaps (Finance) | |
| 650 | 0 | |a Default (Finance) | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Siṃha, Manamohana. | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a IMF working paper ; |v WP/06/254. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10380752 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 109307 |d 109307 | ||