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Primary Article

Alternative Swap Contracts

Analysis And Pricing

Jamil Baz and Michael J. Pascutti
The Journal of Derivatives Winter 1996, 4 (2) 7-21; DOI: https://doi.org/10.3905/jod.1996.407963
Jamil Baz
A vice president at Lehman Brothers in New York.
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Michael J. Pascutti
A graduate student at Harvard University in Cambridge, Massachusetts.
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Article Information

vol. 4 no. 2 7-21
DOI 
https://doi.org/10.3905/jod.1996.407963

Published By 
Pageant Media Ltd
Print ISSN 
1074-1240
Online ISSN 
2168-8524

Copyright & Usage 
© 1996 Pageant Media Ltd

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The Journal of Derivatives
Vol. 4, Issue 2
Winter 1996
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Alternative Swap Contracts
Jamil Baz, Michael J. Pascutti
The Journal of Derivatives Nov 1996, 4 (2) 7-21; DOI: 10.3905/jod.1996.407963

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Alternative Swap Contracts
Jamil Baz, Michael J. Pascutti
The Journal of Derivatives Nov 1996, 4 (2) 7-21; DOI: 10.3905/jod.1996.407963
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