The implicit estimation of default intensities and recovery rates
Manfred Frühwirth, Leopold Sögner
| Year of publication: |
2003
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001799635