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Working paper / Institute of Banking and Financial Management
ULB Institutional Repository
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Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
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Swap credit risk : an empirical investigation on transaction data
Cossin, Didier
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Pirotte, Hugues
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1996
Persistent link: https://www.econbiz.de/10004356175
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How well do classical credit risk pricing models fit swap transaction data?
Cossin, Didier
;
Pirotte, Hugues
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1996
Persistent link: https://www.econbiz.de/10004371502
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