Valuing the future market clearinghouse's default exposure during the 1987 crash

Valuing the future market clearinghouse's default exposure during the 1987 crash

Opis bibliograficzny
1. autor: Bates, David
Kolejni autorzy: Craine, Roger
Format: Książka
Język:English
Wydane: Cambridge National Bureau of Economic Research 1998.
Hasła przedmiotowe:
Stock index futures > Prices > Econometric models. > United States.
Stock Market Crash, 1987 > Econometric models.
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