Work

Constant Maturity Credit Default Swap Pricing with Market Models

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.639022

Author: Damiano Brigo

Institution: Imperial College London

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1783369506

Cites: 8

Cited by: 17

Related to: 10