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

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

書誌詳細
第一著者: Bates, David
その他の著者: Craine, Roger
フォーマット: 図書
言語:English
出版事項: Cambridge National Bureau of Economic Research 1998.
主題:
Stock index futures > Prices > Econometric models. > United States.
Stock Market Crash, 1987 > Econometric models.
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