The pricing of credit default swaps during distress [electronic resource] / prepared by Jochen Andritzky and Manmohan Singh.

By: Andritzky, Jochen RContributor(s): Simha, Manamohana | ProQuest (Firm)Material type: TextTextSeries: IMF working paper ; WP/06/254.Publication details: [Washington, D.C.] : International Monetary Fund, c2006Description: 23 pSubject(s): Swaps (Finance) | Default (Finance)Genre/Form: Electronic books.LOC classification: HG6024.A3 | A63 2006Online resources: Click to View
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"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.

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