How well do Classical Credit Risk Models Fit Swap Transactio Data ?

Details

Serval ID
serval:BIB_6606
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
How well do Classical Credit Risk Models Fit Swap Transactio Data ?
Journal
European Fin. Mgt Journal
Author(s)
Cossin D
Publication state
Published
Issued date
1998
Volume
4
Number
1
Create date
19/11/2007 10:30
Last modification date
20/08/2019 14:21
Usage data