No-arbitrage approach to pricing credit spread derivatives
Year of publication: |
2003
|
---|---|
Authors: | Chu, Chi Chiu ; Kwok, Yue-Kuen |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 10.2002, 3, p. 51-64
|
Subject: | Derivat | Derivative | Zinsstruktur | Yield curve | Finanzanalyse | Financial analysis | Theorie | Theory |
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