Pricing Derivatives on Financial Securities Subject to Credit Risk

The Journal of Finance

Volumn 50, Issue 1, 1995, Pages 53-85

  JARROW, ROBERT A ^a   TURNBULL, STUART M ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84993907181     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1995.tb05167.x     Document Type: Article

References (34)

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6. The default risk of swaps
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