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Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS Discounting (2017)

First Author: Gargouri, A.

Attributed to: Delivering Inclusive Financial Development and Growth funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: http://jfi.iijournals.com/content/26/3/63

Type: Journal Article/Review

Volume: 26

Parent Publication: Fixed Income

Issue: 3