Credit default swap spreads, fair-value spreads and interest rate dynamics
Year of publication: |
2012
|
---|---|
Authors: | Yeh, Andy Jia-yuh |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 8.2012, 4, p. 53-129
|
Subject: | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Theorie | Theory | Zins | Interest rate | Risikoprämie | Risk premium | Derivat | Derivative |
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