"Country risk-indicator. An option based evaluation" implicit default probabilities of foreign USD bonds
Alexander Karmann and Mike Plate
| Year of publication: |
2000
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|---|---|
| Authors: | Karmann, Alexander ; Plate, Mike |
| Published in: |
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops. - Heidelberg : Physica-Verl., ISBN 3-7908-1284-6. - 2000, p. 43-50
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| Subject: | Länderrisiko | Country risk | Internationale Anleihe | International bond | US-Dollar | US dollar | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Theorie | Theory | Argentinien | Argentina | Ecuador |
| Extent: | Ill |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Datamining und computational finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001484234