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