On Pricing Credit Default Swaps with Observable Covariates
Year of publication: |
2012
|
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Authors: | Doshi, Hitesh |
Other Persons: | Ericsson, Jan (contributor) ; Jacobs, Kris (contributor) ; Turnbull, Stuart M. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Theorie | Theory | CAPM | Zinsstruktur | Yield curve | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 7, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1784962 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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