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~isPartOf:"The journal of fixed income"
~subject:"Insolvenz"
~subject:"Simulation"
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The journal of fixed income
European journal of operational research : EJOR
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International journal of business performance management
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1
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
2
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
3
Default probability dynamics in structural models
Hund, John
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 67-79
Persistent link: https://www.econbiz.de/10001803157
Saved in:
4
Bayesian migration in credit ratings based on probabilities of default
Das, Sanjiv R.
;
Fan, Rong
;
Geng, Gary
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 17-23
Persistent link: https://www.econbiz.de/10001763884
Saved in:
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