Journal of Banking & Finance Vol. 20 No. 5 1996

On measuring credit risks of derivative instruments

Gregory R. Duffee^1,2

¹ Federal Reserve · ² Federal Reserve Board of Governors

DOI

10.1016/0378-4266(95)00030-5

Volume

20

Issue

5

Pages

805-833

Language

en

Sources

openalex crossref semanticscholar

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓