The implicit estimation of default intensities and recovery rates
Year of publication: |
2003
|
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Authors: | Frühwirth, Manfred ; Sögner, Leopold |
Published in: |
Empirie und Betriebswirtschaft : Entwicklungen und Perspektiven. - Stuttgart : Schäffer-Poeschel, ISBN 3-7910-2053-6. - 2003, p. 351-371
|
Subject: | Jarrow /Turnbull model | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | Welt | World |
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