Pricing Property Index Linked Swaps With Counterparty Default Risk
Year of publication: |
2007
|
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Authors: | Patel, Kanak ; Pereira, Ricardo |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Swap | Kreditrisiko | Credit risk | Bewertung | Evaluation | Index | Index number | Großbritannien | United Kingdom | Grundeigentum | Real property |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Real Estate Finance and Economics, Vol. 36, No. 1, 2007 Volltext nicht verfügbar |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; G13 - Contingent Pricing; Futures Pricing ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
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