Work

Swap Pricing with Two-Sided Default Risk in a Rating-Based Model

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.275810

Authors: David Lando, Brian Huge

Institutions: Copenhagen Business School, University of Copenhagen

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W238102788

Cites: 35

Cited by: 21

Related to: 10