학술논문

Pricing Multiname Default Swaps with Counterparty Risk.
Document Type
Article
Source
Journal of Fixed Income; Mar2005, Vol. 14 Issue 4, p5-16, 12p, 1 Diagram, 3 Charts, 9 Graphs
Subject
PRICING
DEFAULT (Finance)
SWAPS (Finance)
PAYMENT
CAPITAL market
RISK assessment
Language
ISSN
10598596
Abstract
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