Travail de recherche/Working paper
Titre: |
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Auteur: | Pirotte, Hugues; Cossin, Didier |
Statut de publication: | Publié, 1997 |
series: | Working papers CEB |
Sujet CREF: | Economie |
Sujet JEL: | Contingent Pricing; Futures Pricing; option pricing |
International Financial Markets | |
Bankruptcy; Liquidation | |
Mots-clés: | derivatives; swaps; credit risk; empirical study |
Langue: | Anglais |
Identificateurs: | RePEc:sol:wpaper:97-001 |