Title of article

Default risk in a market model

Author/Authors

Christopher Lotz، نويسنده , , Lutz Schl?gl، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2000

Pages

27

From page

301

To page

327

Keywords

Swaps , Forward rate agreements , Credit risk , market model

Journal title

Journal of Banking and Finance

Serial Year

2000

Journal title

Journal of Banking and Finance

Record number

193166