A Gaussian term structure model of credit spreads and valuation of credit spread options

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_39108218

Full title

Author / Creator

Journal title

Kyoto university economic review, 2001-04, Vol.LXX (1-2), p.11-30

Language

English

Formats

Subjects and topics

Full title

A Gaussian term structure model of credit spreads and valuation of credit spread options

Author / Creator

Record Identifier

TN_cdi_proquest_miscellaneous_39108218

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_39108218

ISSN

0023-6055

How to access this item

Log in as a Library member

Celebrating and sharing stories of Indigenous Australia, and helping to locate and prioritise Indigenous voices in the Library's collections.

Learning programs and resources linked to the curriculum.

Showcasing people, places and ideas inspired by the collection and the library community.