Default risk of swaps

Journal

Journal of Finance

Subject

Finance

Publishing details

Journal of Finance 1991 June Vol 46:2 p 597-620

Authors / Editors

Cooper I A; Mello A S

Biographies

Cooper I A

Publication Year

1991

Publication Notes

Reprinted in Advanced Topics in Risk Management edited by R Schwartz and C Smith, Prentice Hall, 1993

Publication Research Centre

Institute of Finance and Accounting