HYBRYD MODELS An empirical analysis of equity default swaps (II): multivariate insights

CUTTING EDGE: HYBRID MODELS An empirical analysis of equity default swaps (I): univariate insights - The authors assess whether standard quantitative credit techniques can be used to measure the individual risk of hybrid instruments called equity default swaps (EDSs). This endeavour is based on extensive empirical work.

Servigny, Arnaud de, (2005)

The handbook of structured finance

Servigny, Arnaud de, (2007)

An Empirical Analysis of Equity Default Swaps Ii : Multivariate Insights

Jobst, Norbert, (2005)