Measuring default risk premia from default swap rates and EDFs
Berndt, Antje
Measuring default risk premia from default swap rates and EDFs - Basle Bank for International Settlements 2005 - 48 p. See BIS 332.15 CHA (Includes Acc. Nos. 32798, 32799, 32800 & 32801)
ISSN: 1020-0959
FINANCIAL MANAGEMENT
Measuring default risk premia from default swap rates and EDFs - Basle Bank for International Settlements 2005 - 48 p. See BIS 332.15 CHA (Includes Acc. Nos. 32798, 32799, 32800 & 32801)
ISSN: 1020-0959
FINANCIAL MANAGEMENT