The pricing of credit default swaps during distress [electronic resource] / prepared by Jochen Andritzky and Manmohan Singh.
Material type:
TextSeries: IMF working paper ; WP/06/254.Publication details: [Washington, D.C.] : International Monetary Fund, c2006.Description: 23 pSubject(s): Genre/Form: LOC classification: - HG6024.A3 A63 2006eb
"November 2006."
Includes bibliographical references.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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