Default risk and derivative products
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504869600000003
Reference85 articles.
1. Interest Rate Swaps: An Alternative Explanation
2. The effect of the new risk-based capital requirements on the market for swaps
3. DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
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