The pricing of credit risk derivatives
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 21 (1997)
Issue (Month): 10 (August)
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- Francois, Pascal & Hubner, Georges, 2004. "Credit derivatives with multiple debt issues," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 997-1021, May.
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- repec:wyi:wpaper:002044 is not listed on IDEAS
- Dunbar, Kwamie & Amin, Abu S., 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt," Review of Financial Economics, Elsevier, vol. 21(3), pages 141-152.
- Brown, Christine A. & Wang, Sally, 2002. "Credit risk: The case of First Interstate Bankcorp," International Review of Financial Analysis, Elsevier, vol. 11(2), pages 229-248.
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