On measuring credit risks of derivative instruments
Greg Duffee
Journal of Banking & Finance, 1996, vol. 20, issue 5, 805-833
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0378-4266(95)00030-5
Full text for ScienceDirect subscribers only
Related works:
Working Paper: On measuring credit risks of derivative instruments (1994)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:20:y:1996:i:5:p:805-833
Access Statistics for this article
Journal of Banking & Finance is currently edited by Ike Mathur
More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().