Title of article

On measuring credit risks of derivative instruments

Author/Authors

Gregory R. Duffee، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1996

Pages

29

From page

805

To page

833

Keywords

Credit risk , Risk management , Swaps , derivatives

Journal title

Journal of Banking and Finance

Serial Year

1996

Journal title

Journal of Banking and Finance

Record number

192869