On measuring credit risks of derivative instruments
No 94-27, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)
Keywords: Risk; Derivative securities (search for similar items in EconPapers)
Date: 1994, Revised 1994
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Journal Article: On measuring credit risks of derivative instruments (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfe:94-27
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