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

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

Manylion Llyfryddiaeth
Prif Awdur: Bates, David
Awduron Eraill: Craine, Roger
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Cambridge National Bureau of Economic Research 1998.
Pynciau:
Stock index futures > Prices > Econometric models. > United States.
Stock Market Crash, 1987 > Econometric models.
Mynediad Ar-lein:Click here to download the fulltext