CREDIT DERIVATIVES. PREPARED BY THE DERIVATIVES WORKING PARTY OF THE FACULTY AND INSTITUTE OF ACTUARIES

Author: Muir M. J.   Chase A.   Coleman P. S.   Cooper P.   Finkelstein G. S.   Fulcher P.   Harvey C.   Pereira F. R.   Shamash A.   Wilkins T. J. D.  

Publisher: Faculty of Actuaries and Institute of Actuaries

ISSN: 1357-3217

Source: British Actuarial Journal, Vol.13, Iss.2, 2007-01, pp. : 185-236

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Abstract