IUKL Library
Andritzky, Jochen R.

The pricing of credit default swaps during distress [electronic resource] / prepared by Jochen Andritzky and Manmohan Singh. - [Washington, D.C.] : International Monetary Fund, c2006. - 23 p. - IMF working paper ; WP/06/254 . - IMF working paper ; WP/06/254. .

"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.


Swaps (Finance)
Default (Finance)


Electronic books.

HG6024.A3 / A63 2006eb
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