Actuarial Par Spread and Empirical Pricing of CDS by Decomposition

Jin-Chuan Duan ()
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Jin-Chuan Duan: Risk Management Institute, Business School and Department of Economics, National University of Singapore, Singapore

Global Credit Review (GCR), 2014, vol. 04, issue 01, 51-65

Abstract: No abstract received.

Date: 2014
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DOI: 10.1142/S2010493614500032

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