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.
Michael J. Pascutti
A graduate student at Harvard University in Cambridge, Massachusetts.
Explore our content to discover more relevant research
In this issue
Alternative Swap Contracts
Jamil Baz, Michael J. Pascutti
The Journal of Derivatives Nov 1996, 4 (2) 7-21; DOI: 10.3905/jod.1996.407963