Premia for correlated default risk
Year of publication: |
2011
|
---|---|
Authors: | Azizpour, Shahriar ; Giesecke, Kay ; Kim, Baeho |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 35.2011, 8, p. 1340-1357
|
Subject: | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Risikoprämie | Risk premium | Korrelation | Correlation | Kreditderivat | Credit derivative | Theorie | Theory | USA | United States |
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