Credit risk exposure with interest and currency swaps

Robert Christophor Coppes and Evert Jan Stokking

European Journal of Operational Research, 1996, vol. 91, issue 2, 338-345

Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:91:y:1996:i:2:p:338-345

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