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Default risk of swaps

Subject

Finance

Publishing details

in Crouhy, M, Galai, D & Wiener, Z (eds): Contingency approaches to corporate finance and banking : a World Scientific reference (World Scientific Publishing, forthcoming)

Authors / Editors

Cooper I; Mello A S

Biographies

Cooper I A

Publication Year

2019

Publication Notes

Originally published in the Journal of Finance, Vol 46, pp597-620, 1991