Nonlinearities in sovereign risk pricing : the role of CDS index contracts :: Anne-Laure Delatte :: Centre for Economic Policy Research 2014 :: OBNB, the Open British National Bibliography

Publication Data

Title Nonlinearities in sovereign risk pricing : the role of CDS index contracts
Author Anne-Laure Delatte
Contributors Julien Fouquau, Richard Portes, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2014
Publication location London
Language English

Topics

Securities :: Prices :: Mathematical models
Certificates of deposit
Nonlinear theories :: Mathematical models

Catalogue Data

OBNB ID GBB5D8550
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6015195

ISBD

P1053 44 pages
P1042 Includes bibliographical references.

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Nonlinearities in sovereign risk pricing : the role of CDS index contracts by Anne-Laure Delatte. Published by Centre for Economic Policy Research in 2014. Publication and catalogue information, links to buy online and reader comments.