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

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Serval ID
serval:BIB_6606
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
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
OAI-PMH
oai:serval.unil.ch:BIB_6606
Create date
19/11/2007 11:30
Last modification date
20/08/2019 15:21
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