THE CREDIT RISK COMPONENTS OF A SWAP PORTFOLIO.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 1, p. 93, doi. 10.1002/fut.10113
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2004 AND VI 24 AND IP 1
Results: 5
1
2
EXPLAINING CREDIT DEFAULT SWAP PREMIA.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 1, p. 71, doi. 10.1002/fut.10112
- By:
- Publication type:
- Article
3
VALUING CREDIT DERIVATIVES USING GAUSSIAN QUADRATURE: A STOCHASTIC VOLATILITY FRAMEWORK.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 1, p. 3, doi. 10.1002/fut.10111
- By:
- Publication type:
- Article
4
COPULA SENSITIVITY IN COLLATERALIZED DEBT OBLIGATIONS AND BASKET DEFAULT SWAPS.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 1, p. 37, doi. 10.1002/fut.10110
- By:
- Publication type:
- Article
5
Editor's Note.
- Published in:
- 2004
- By:
- Publication type:
- Editorial