How Well do Classical Credit Risk Pricing Models Fit Swap Transaction Data?

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Serval ID
serval:BIB_1731
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
How Well do Classical Credit Risk Pricing Models Fit Swap Transaction Data?
Journal
Working Paper IGBF
Author(s)
Cossin D, Pirotte H
Publication state
Published
Issued date
1997
Volume
9701
OAI-PMH
oai:serval.unil.ch:BIB_1731
Create date
19/11/2007 10:38
Last modification date
20/08/2019 13:46
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