Credit derivatives in banking : useful tools for managing risk? / Gregory R. Duffee and Chunsheng Zhou.

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Bibliographic Details
Main Author:	Duffee, Gregory R.
Other Authors:	Zhou, Chunsheng, 1966-
Format:	Book
Language:	English
Published:	Berkeley, CA : Institute of Business and Economic Research, University of California at Berkeley, 1999.
Series:	Research program in finance working paper series ; no. 289.
Subjects:	Derivative securities > Econometric models. Swaps (Finance) > Econometric models. Banks and banking > Risk management > Econometric models.

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Call Number:	HG1 .R39 no. 289
HG1 .R39 no. 289	Available Place a Hold