Valuing Credit Default Swaps I: No Counterparty Default Risk
Year of publication: |
2000
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Authors: | Hull, John C. ; White, Alan |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 8.2000, 1, p. 29-40
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