No-Arbitrage Approach to Pricing Credit Spread Derivatives

The Journal of Derivatives 2003 / 01 Vol. 10; Iss. 3

No-Arbitrage Approach to Pricing Credit Spread Derivatives

Chu, Chi Chiu, Kwok, Yue Kuen
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Volume:
10
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2003.319201
Date:
January, 2003
File:
PDF, 2.18 MB
english, 2003
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