The subprime credit crisis of 2007

Journal of Derivatives

Volumn 16, Issue 1, 2008, Pages 81-110

  Crouhy, Michel G ^a,b   Jarrow, Robert A ^c,d   Turnbull, Stuart M ^e  

^a IXIS Corporate and Investment Bank 47   (France)

^b Natixis   (United States)

^c The Samuel Curtis Johnson Graduate School of Management   (United States)

^d Kamakura Corporation   (United States)

^e UNIVERSITY OF HOUSTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 54749144972     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2008.710899     Document Type: Article

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