Valuing credit default swaps II: Modeling default correlations

Journal of Derivatives

Volumn 8, Issue 3, 2001, Pages 12-21

  Hull, John ^a   White, Alan ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85007431261     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2001.319153     Document Type: Article

References (16)

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