Single Name Credit Default Swap Valuation: A Review.

Claes, Anouk;De Ceuster, Marc J.K.
(2008) Credit Risk: Models, Derivatives and Management — ISBN: [1584889942], p. 3-19, published

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Authors
  • Author
  • De Ceuster, Marc J.K.University of Antwerp
    Author
Affiliations
  • Louvain School of ManagementAccounting & Finance

Citations

Claes, A., & De Ceuster, M. J. K. (2008). Single Name Credit Default Swap Valuation: A Review. In Niklas Wagner (ed.), Credit Risk: Models, Derivatives and Management (p. p. 3-19). Chapman & Hall/CRC. https://hdl.handle.net/2078.5/249915