Estimating expected losses and liquidity discounts implicit in debt prices
Tibor Janosi, Robert Jarrow, Yildiray Yildirim
| Year of publication: |
2004
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|---|---|
| Authors: | Janosi, Tibor ; Jarrow, Robert A. ; Yildirim, Yildiray |
| Published in: |
Innovations in risk management : seminal papers from the Journal of Risk. - London : Risk Books, ISBN 1-904339-28-X. - 2004, p. 457-507
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| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002600556