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Swap Pricing and Default Risk: A Note
Author(s) -
Solnik Bruno
Publication year - 1990
Publication title -
journal of international financial management and accounting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.818
H-Index - 37
eISSN - 1467-646X
pISSN - 0954-1314
DOI - 10.1111/j.1467-646x.1990.tb00018.x
Subject(s) - swap (finance) , citation , credit default swap , actuarial science , financial economics , economics , computer science , credit risk , library science , finance