DTS (Duration times spread) for CDS:a new measure of spread sensitivity
Dor, Arik ben and et al
DTS (Duration times spread) for CDS:a new measure of spread sensitivity J8285 2007 - 2007 - 32-44 V. 16 Issue. 4
Finance
Corporate bonds;Duration times spread;Spread changes;Credit;
DTS (Duration times spread) for CDS:a new measure of spread sensitivity J8285 2007 - 2007 - 32-44 V. 16 Issue. 4
Finance
Corporate bonds;Duration times spread;Spread changes;Credit;