VALUATION - Credit Swap Valuation - The pricing of credit swaps, derivatives that act as default insurance on loans or bonds, is reviewed
| Year of publication: |
1999
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|---|---|
| Authors: | Duffie, Darrell |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 55.1999, 1, p. 73-87
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