Catalogue Search | MBRL
Search Results Heading
Explore the vast range of titles available.
MBRLSearchResults
-
DisciplineDiscipline
-
Is Peer ReviewedIs Peer Reviewed
-
Reading LevelReading Level
-
Content TypeContent Type
-
YearFrom:-To:
-
More FiltersMore FiltersItem TypeIs Full-Text AvailableSubjectPublisherSourceDonorLanguagePlace of PublicationContributorsLocation
Done
Filters
Reset
2
result(s) for
"Option-adjusted spread analysis."
Sort by:
The Asset Swap—Credit Default Swap Basis I: The Asset Swap Pricing of Credit Default Swaps
by
Sempere‐Roldan, Daniel
,
Liu, Zhuoshi
,
Choudhry, Moorad
in
asset swap
,
credit default swap
,
credit yield curve
2010
This chapter contains sections titled:
Introduction
Asset Swap Pricing
Illustration Using Bloomberg
Book Chapter