An edition of A direct approach to arbitrage-free pricing of credit derivatives (1998)

A direct approach to arbitrage-free pricing of credit derivatives

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A direct approach to arbitrage-free pricing o ...
Sanjiv R. Das, Sanjiv R. Das
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Last edited by WorkBot
December 15, 2009 | History
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An edition of A direct approach to arbitrage-free pricing of credit derivatives (1998)

A direct approach to arbitrage-free pricing of credit derivatives

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
15

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Subjects

Econometric models, Derivative securities
Edition Availability
Cover of: A direct approach to arbitrage-free pricing of credit derivatives
A direct approach to arbitrage-free pricing of credit derivatives
1998, National Bureau of Economic Research
in English

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Book Details

Edition Notes

"July 1998."

Includes bibliographical references (p. 14-15).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper 6635, Working paper series (National Bureau of Economic Research) -- working paper no. 6635.
Other Titles
Credit derivatives, Arbitrage-free pricing of credit derivatives, Pricing of credit derivatives

Classifications

Library of Congress
HB1 .W654 no. 6635

The Physical Object

Pagination
15 p. :
Number of pages
15

Edition Identifiers

Open Library
OL22402882M

Work Identifiers

Work ID
OL13582749W

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History

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December 15, 2009 Edited by WorkBot link works
November 12, 2008 Created by ImportBot Imported from Binghamton University MARC record