The pricing of credit default swaps during distress
Andritzky, Jochen R.
The pricing of credit default swaps during distress [electronic resource] / prepared by Jochen Andritzky and Manmohan Singh. - [Washington, D.C.] : International Monetary Fund, c2006. - 23 p. - IMF working paper ; WP/06/254 . - IMF working paper ; WP/06/254. .
"November 2006."
Includes bibliographical references.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Swaps (Finance)
Default (Finance)
Electronic books.
HG6024.A3 / A63 2006
The pricing of credit default swaps during distress [electronic resource] / prepared by Jochen Andritzky and Manmohan Singh. - [Washington, D.C.] : International Monetary Fund, c2006. - 23 p. - IMF working paper ; WP/06/254 . - IMF working paper ; WP/06/254. .
"November 2006."
Includes bibliographical references.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Swaps (Finance)
Default (Finance)
Electronic books.
HG6024.A3 / A63 2006