Problems with using CDS to infer default probabilities
Robert A. Jarrow
| Year of publication: |
2012
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|---|---|
| Authors: | Jarrow, Robert A. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 21.2012, 4, p. 6-12
|
| Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009670767