Pricing Property Index Linked Swaps with Counterparty Default Risk
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Bibliographic InfoArticle provided by Springer in its journal The Journal of Real Estate Finance and Economics.
Volume (Year): 36 (2008)
Issue (Month): 1 (January)
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Web page: http://www.springerlink.com/link.asp?id=102945
Total return swaps; Property derivatives; Default risk; C30; G13; G33;
Find related papers by JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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