How well do classical credit risk pricing models fit swap transaction data?
| Year of publication: |
1998
|
|---|---|
| Authors: | Cossin, Didier ; Pirotte, Hugues |
| Published in: |
European Financial Management. - European Financial Management Association - EFMA. - Vol. 4.1998, 1, p. 65-77
|
| Publisher: |
European Financial Management Association - EFMA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005334933