Title of article
A pricing model for secondary market yield based floating rate notes subject to default risk
Author/Authors
Manfred Frühwirth، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
16
From page
233
To page
248
Keywords
Pricing , Secondary market yield based floating rate note , Uncertainty modelling , Default risk , Incomplete market
Journal title
European Journal of Operational Research
Serial Year
2001
Journal title
European Journal of Operational Research
Record number
213895
Link To Document