Skip to main content
London Business School logo

Please enter a keyword and click the arrow to search the site

Or explore one of the areas below

Default spreads in the fixed and floating interest rate markets: a contingent claims approach

Journal

Advances in Futures and Options Research

Subject

Finance

Publishing details

Advances in Futures and Options Research 1988 Vol 3 p 269-289

Authors / Editors

Cooper I A; Mello A

Biographies

Publication Year

1988

Available on ECCH

No


Select up to 4 programmes to compare

Select one more to compare
×
subscribe_image_desktop 5949B9BFE33243D782D1C7A17E3345D0

Sign up to receive our latest news and business thinking direct to your inbox