journal of derivatives hull the valuation credit default swap options衍生品杂志信用违约掉期权.pdfVIP

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  • 2024-07-23 发布于北京
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journal of derivatives hull the valuation credit default swap options衍生品杂志信用违约掉期权.pdf

THEVALUATIONOF

CREDITDEFAULTSWAPOPTIONS

Nowthatthemarketforcreditdefaultswapsiswellestablished,tradingisincreasingin

forwardcreditdefaultswapsandEuropeancreditdefaultswapoptions.Thisarticle

developsmodels

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