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~institution:"Solvay Brussels School of Economics and Management, Université Libre de Bruxelles"
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credit risk
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swaps
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
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How well do classical credit risk pricing models fit swap
transaction
data
?
Pirotte, Hugues
;
Cossin, Didier
-
Solvay Brussels School of Economics and Management, …
-
1998
results to actual
transaction
data
thanks to a unique academic database on swap
transaction
data
. …
Persistent link: https://www.econbiz.de/10011163405
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