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ID316930
Title ProperPricing of credit default swaps during distress
LanguageENG
AuthorAndritzky, Jochen
`In' analytical NoteIn Estevao, Marcello & Sa, Filipa: Are the French happy with the 35-hour workweek ?. 2006. 24p;--(IMFWP/06/251)
Journal SourceIn Estevao, Marcello & Sa, Filipa: Are the French happy with the 35-hour workweek ?. 2006. 24p;--(IMFWP/06/251)
Classification NumberIMF
Key WordsCredit default swaps ;  Brazil ;  Recovery value ;  Default risk