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Credit default swaptions
Tucker, Alan L.; Wei, Jason - In: The journal of fixed income 15 (2005) 1, pp. 88-95
Persistent link: https://www.econbiz.de/10003018930
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Credit Gadgets
Nam, Jouahn; Tucker, Alan L.; Wei, Jason - In: The journal of fixed income 12 (2002) 4, pp. 65-72
Persistent link: https://www.econbiz.de/10001774641
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CREDIT DEFAULT SWAPTIONS
Tucker, Alan L.; Wei, Jason Z. - In: The journal of fixed income 15 (2005) 1, pp. 88
Persistent link: https://www.econbiz.de/10007149129
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CREDIT GADGETS - A credit gadget is a theoretically cost-free portfolio of pure discount securities accommodating a desired exposure to a particular region of the local credit spre...
Nam, Jouahn; Tucker, Alan L.; Wei, Jason Z. - In: The journal of fixed income 12 (2003) 4, pp. 65-72
Persistent link: https://www.econbiz.de/10007161005