Credit Swap Valuation
- 2 January 1999
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 55 (1) , 73-87
- https://doi.org/10.2469/faj.v55.n1.2243
Abstract
This review of the pricing of credit swaps, a form of derivative security that can be viewed as default insurance on loans or bonds, begins with a description of the credit swap contract, turns to ...This publication has 9 references indexed in Scilit:
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