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

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

书目详细资料
主要作者: Bates, David
其他作者: Craine, Roger
格式: 图书
语言:English
出版: Cambridge National Bureau of Economic Research 1998.
主题:
Stock index futures > Prices > Econometric models. > United States.
Stock Market Crash, 1987 > Econometric models.
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