From default probabilities to credit spreads: Credit risk models do explain market prices
| Year of publication: |
2006
|
|---|---|
| Authors: | Denzler, Stefan M. ; Dacorogna, Michel M. ; Muller, Ulrich A. ; McNeil, Alexander J. |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 3.2006, 2, p. 79-95
|
| Publisher: |
Elsevier |