Primary Article
The Valuation of Credit Risk in Swaps
Methodological Issues and Empirical Results
Daniela Giberti, Marcello Mentini and Pietro Scabellone
The Journal of Fixed Income Spring 1993, 2 (4) 24-36; DOI: https://doi.org/10.3905/jfi.1993.408067
Daniela Giberti
A Vice President in the Mortgage Backed Securities Department of Mabon Securities Corp. in New York.
Marcello Mentini
Head of the Research Department at the in Rome.
Pietro Scabellone
A Senior Economist in the Research Department of the in Rome.
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The Valuation of Credit Risk in Swaps
Daniela Giberti, Marcello Mentini, Pietro Scabellone
The Journal of Fixed Income Mar 1993, 2 (4) 24-36; DOI: 10.3905/jfi.1993.408067
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