On the Forward-Futures Spread and Default Risk
Year of publication: |
2003-03-01
|
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Authors: | Murawski, Carsten |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Marge | Ausfallrisiko | Zinsstruktur | Term structure model |
Extent: | 40 p. application/pdf |
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Series: | Working Paper ; No. 65 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G13 - Contingent Pricing; Futures Pricing ; Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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