Understanding the default-implied volatility for credit spreads

C. K. Zheng

Year of publication:	2000
Authors:	Zheng, C. K.
Published in:	The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 7.2000, 4, p. 67-77
Subject:	Optionsgeschäft \| Option trading \| Swap \| Insolvenz \| Insolvency \| Finanzanalyse \| Financial analysis \| Theorie \| Theory

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