Advanced

Hedging Market Wide Credit Risk Using CDS indexes: The Case of Japan

Byström, Hans LU (2006) In Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
in
Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives
editor
Wagner, Niklas
publisher
Elsevier
language
English
LU publication?
yes
id
384bbb75-e689-458f-be8a-92fbab5963e1 (old id 1385224)
date added to LUP
2009-04-20 12:27:16
date last changed
2016-09-23 15:15:32
@inbook{384bbb75-e689-458f-be8a-92fbab5963e1,
  author       = {Byström, Hans},
  editor       = {Wagner, Niklas},
  language     = {eng},
  publisher    = {Elsevier},
  series       = {Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives},
  title        = {Hedging Market Wide Credit Risk Using CDS indexes: The Case of Japan},
  year         = {2006},
}