How Well do Classical Credit Risk Pricing Models Fit Swap Transaction Data?
Details
Serval ID
serval:BIB_1731
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
How Well do Classical Credit Risk Pricing Models Fit Swap Transaction Data?
Journal
Working Paper IGBF
Publication state
Published
Issued date
1997
Volume
9701
OAI-PMH
Create date
19/11/2007 10:38
Last modification date
20/08/2019 13:46