Title of article

The analytic pricing of asymmetric defaultable swaps

Author/Authors

Georges Hübner، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2001

Pages

22

From page

295

To page

316

Keywords

derivatives , Interest rate swap , Currency swap , Default risk

Journal title

Journal of Banking and Finance

Serial Year

2001

Journal title

Journal of Banking and Finance

Record number

193245