Essays on Risk Premiums derived from Credit Default Swap Spreads
Year of publication: |
2024
|
---|---|
Authors: | Jopp, Thomas |
Publisher: |
2024.: Wiesbaden : Springer Fachmedien Wiesbaden 2024.: Wiesbaden : Imprint: Springer Gabler |
Subject: | Risikoprämie | Risk premium | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Derivat | Derivative | Zinsstruktur | Yield curve | Swap |
-
Maboulou, Alma P. Bimbabou, (2015)
-
Guirguis, Michel, (2019)
-
Credit Default Swap Spreads and Variance Risk Premia
Wang, Hao, (2011)
- More ...
-
Jopp, Thomas, (2023)
-
Jopp, Thomas, (2022)
-
Jopp, Thomas, (2022)
- More ...