On the lognormality of forward credit default swap spreads
Year of publication: |
2008
|
---|---|
Authors: | Jabbour, George ; El Masri, Fatena ; Young, Stephen |
Published in: |
Journal of Financial Transformation. - Capco Institute. - Vol. 22.2008, p. 41-48
|
Publisher: |
Capco Institute |
Subject: | Credit derivatives | credit risk | credit default swaps | options on credit default swaps | credit default swaptions |
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