The Default Risk of Swaps

Author:

COOPER IAN A.,MELLO ANTONIO S.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. Arak , Marcelle Laurie S. Goodman Arthur Rones 1986 Credit lines for new instruments: Swaps, over-the-counter options, forwards and floor-ceiling agreements, Conference on Bank Structure and Competition, Federal Reserve Bank of Chicago, 437-456

2. Interest rate swaps: An alternative explanation;Arak;Financial Management,1988

3. Belton , Terrence M. 1987 Credit risk in interest rate swaps Unpublished working paper, Board of Governors of the Federal Reserve System

4. An economic analysis of interest rate swaps;Bicksler;Journal of Finance,1986

5. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

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