Separating the components of default risk : a derivative-based approach
Anh Le
| Year of publication: |
2015
|
|---|---|
| Authors: | Le, Anh |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 5.2015, 1, p. 1-48
|
| Subject: | Default risk | loss given default | corporate bonds | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Insolvenz | Insolvency | Theorie | Theory | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| 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/10010528333