A direct approach to arbitrage-free pricing of credit derivatives
By: Sanjiv R. Das, Rangarajan K. Sundaram.
Contributors: Sundaram, Rangarajan K.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6635; Working paper series (National Bureau of Economic Research) -- working paper no. 6635.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 15
Subjects: Derivative securities -- Econometric models.
Other titles: Credit derivatives; Arbitrage-free pricing of credit derivatives; Pricing of credit derivatives
Notes: "July 1998."

Includes bibliographical references (p. 14-15).

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