Travail de recherche/Working paper
| Titre: |
|
| Auteur: | Pirotte, Hugues |
| Statut de publication: | Publié, 1999 |
| series: | Working papers CEB, 99-001.RS |
| Sujet CREF: | Economie |
| Sujet JEL: | Contingent Pricing; Futures Pricing; option pricing |
| International Financial Markets | |
| Bankruptcy; Liquidation | |
| Volumes/pages: | 34 p. |
| Mots-clés: | derivatives; swaps; credit risk; transaction data; model calibration. |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:99-001 |
