مرکز منطقه ای اطلاع رساني علوم و فناوري - The impact of default risk on the prices of options and other derivative securities

Title of article :

The impact of default risk on the prices of options and other derivative securities

Author/Authors :

John Hull، نويسنده , , Alan White، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

299

To page :

322

Keywords :

OPTIONS , derivatives , Credit risk , pricing , Default

Journal title :

Journal of Banking and Finance

Serial Year :

1995

Journal title :

Journal of Banking and Finance

Record number :

192757

Link To Document :