Credit risk: The case of First Interstate Bankcorp

International Review of Financial Analysis

Volumn 11, Issue 2, 2002, Pages 229-248

  Brown, Christine A ^a   Wang, Sally ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Credit risk; Credit spread option; Duration hedge; Risk management

Indexed keywords

EID: 0036313737     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(02)00076-5     Document Type: Article

References (26)

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