✦ LIBER ✦

On the Term Structure of Default Premia in the Swap and LIBOR Markets

✍ Scribed by Pierre Collin-Dufresne; Bruno Solnik

Book ID: 108503053
Publisher: John Wiley and Sons
Year: 2001
Tongue: English
Weight: 224 KB
Volume: 56
Category: Article
ISSN: 0022-1082
DOI: 10.1111/0022-1082.00357

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