Default risk of swaps
Journal
Journal of Finance
Subject
Finance
Publishing details
Journal of Finance 1991 June Vol 46:2 p 597-620
Authors / Editors
Cooper I A; Mello A S
Biographies
Publication Year
1991
Publication Notes
Reprinted in Advanced Topics in Risk Management edited by R Schwartz and C Smith, Prentice Hall, 1993
Publication Research Centre
Institute of Finance and Accounting
Available on ECCH
No