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Credit Default Swap Valuation with Counterparty Default Risk and Market Risk

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dc.contributor.authorKim, Mi Aeko
dc.contributor.authorKim, Tong Sukko
dc.date.accessioned2008-08-01T06:05:22Z-
dc.date.available2008-08-01T06:05:22Z-
dc.date.created2012-02-06-
dc.date.created2012-02-06-
dc.date.issued2003-04-
dc.identifier.citationJOURNAL OF RISK, v.6, no.2, pp.49 - 80-
dc.identifier.issn1465-1211-
dc.identifier.urihttp://hdl.handle.net/10203/6775-
dc.languageEnglish-
dc.language.isoen_USen
dc.publisherINCISIVE MEDIA-
dc.titleCredit Default Swap Valuation with Counterparty Default Risk and Market Risk-
dc.typeArticle-
dc.type.rimsART-
dc.citation.volume6-
dc.citation.issue2-
dc.citation.beginningpage49-
dc.citation.endingpage80-
dc.citation.publicationnameJOURNAL OF RISK-
dc.embargo.liftdate9999-12-31-
dc.embargo.terms9999-12-31-
dc.contributor.localauthorKim, Tong Suk-
dc.contributor.nonIdAuthorKim, Mi Ae-
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