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Copula 1 Corporate Bonds 1 Corporate bond 1 Correlation 1 Credit Derivatives 1 Credit Risk 1 Credit derivative 1 Credit risk 1 Default Correlation 1 Derivat 1 Derivative 1 Insolvency 1 Insolvenz 1 Jumps in Intensities 1 Korrelation 1 Kreditderivat 1 Kreditrisiko 1 Multivariate Verteilung 1 Multivariate distribution 1 Option pricing theory 1 Optionspreistheorie 1 Stochastic Intensity 1 Stochastic process 1 Stochastischer Prozess 1 Unternehmensanleihe 1 Yield curve 1 Zinsstruktur 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gagliardini, Patrick 1 Gouriéroux, Christian 1
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Annals of economics and statistics 1
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ECONIS (ZBW) 1
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Spread term structure and default correlation
Gagliardini, Patrick; Gouriéroux, Christian - In: Annals of economics and statistics 123/124 (2016), pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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