Volume 24; Issue 1

Journal of Futures Markets

Volume 24; Issue 1
2

Valuing credit derivatives using Gaussian quadrature: A stochastic volatility framework

Year:
2004
Language:
english
File:
PDF, 232 KB
english, 2004
3

Explaining credit default swap premia

Year:
2004
Language:
english
File:
PDF, 169 KB
english, 2004
4

The credit risk components of a swap portfolio

Year:
2004
Language:
english
File:
PDF, 178 KB
english, 2004
5

Editor's note

Year:
2004
Language:
english
File:
PDF, 21 KB
english, 2004