Work

Actuarial Par Spread and Empirical Pricing of CDS by Decomposition

Year: 2014

Type: article

Source: Global Credit Review

DOI: 10.1142/s2010493614500032

Author: Jin-Chuan Duan

Institution: National University of Singapore

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Meiji University, National Taiwan University

OpenAlex ID: W2116962937

FWCI: 2.928

Cites: 7

Cited by: 18

Related to: 10