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The pricing of credit default swaps during distress [electronic resource] / prepared by Jochen Andritzky and Manmohan Singh.

By: Andritzky, Jochen R.
Contributor(s): Si�mha, Manamohana | ebrary, Inc.
Material type: materialTypeLabelBookSeries: IMF working paper: WP/06/254.Publisher: [Washington, D.C.] : International Monetary Fund, c2006Description: 23 p.Subject(s): Swaps (Finance) | Default (Finance)Genre/Form: Electronic books.Online resources: An electronic book accessible through the World Wide Web; click to view
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"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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