The economics of credit default swaps

Annual Review of Financial Economics

Volumn 3, Issue , 2011, Pages 235-257

  Jarrow, Robert A ^a,b  

^a SAS Institute Inc   (United States)

^b Kamakura Corporation   (United States)

Author keywords

bonds; CDS; collateral; defaults; insurance

Indexed keywords

EID: 80955172090     PISSN: 19411367     EISSN: 19411375     Source Type: Journal    
DOI: 10.1146/annurev-financial-102710-144918     Document Type: Article

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