Building models for credit spreads

Journal of Derivatives

Volumn 6, Issue 3, 1999, Pages 27-43

  Arvanitis, Angelo ^a   Gregory, Jonathon ^a   Laurent, Jean Paul ^b  

^a Paribas   (France)

^b CREST   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84924738732     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1999.319117     Document Type: Article

References (20)

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