The Impact of Margin Interest on the Valuation of Credit Default Swaps
Year of publication: |
2012
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Authors: | Kan, Yu Hang (Gabriel) |
Other Persons: | Pedersen, Claus (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Swap | Insolvenz | Insolvency | Derivat | Derivative | Kreditrisiko | Credit risk |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Derivatives, Vol. 20, No. 1, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 4, 2011 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.1777196 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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