Arbitrage-Free Parity Theory for the CDS and Bond Markets

Research output: Chapter in Book or Conference Publication/Proceeding › Chapter › peer-review

Original language	English (Ireland)
Title of host publication	Topics in Numerical Methods for Finance
Publisher	Springer
Publication status	Published - 1 Jan 2012

Authors (Note for portal: view the doc link for the full list of authors)

@inbook{6cdd14895d224139bd7cb6a6c1166150,

title = "Arbitrage-Free Parity Theory for the CDS and Bond Markets",

author = "Srinivasan Raghavendran",

note = "Cummins, Mark, Murphy, Finbarr, Miller, John J.H",

year = "2012",

month = jan,

day = "1",

language = "English (Ireland)",

booktitle = "Topics in Numerical Methods for Finance",

publisher = "Springer",

}