Actuarial Par Spread and Empirical Pricing of CDS by...

Actuarial Par Spread and Empirical Pricing of CDS by Decomposition

Duan, Jin-Chuan
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Volume:
4
Language:
english
Journal:
Global Credit Review
DOI:
10.1142/S2010493614500032
Date:
January, 2014
File:
PDF, 777 KB
english, 2014
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