Travail de recherche/Working paper
Titre:
  • Swap Credit Risk: An Empirical Investigation on Transaction Data.
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