Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS Discounting (2016)

First Author: Gargouri A
Attributed to:  Delivering Inclusive Financial Development and Growth funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.3905/jfi.2017.26.3.063

Publication URI: http://dx.doi.org/10.3905/jfi.2017.26.3.063

Type: Journal Article/Review

Parent Publication: The Journal of Fixed Income

Issue: 3