Separating the Components of Default Risk: A Derivative-Based Approach
Year of publication: |
2015
|
---|---|
Authors: | Le, Anh |
Published in: |
Quarterly Journal of Finance (QJF). - World Scientific Publishing Co. Pte. Ltd., ISSN 2010-1406. - Vol. 05.2015, 01, p. 1550005-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Default risk | loss given default | corporate bonds |
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