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Search: subject:"Stochastic Recovery"
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stochastic recovery
16
Credit risk
10
Kreditrisiko
9
Theorie
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Theory
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Stochastic Recovery
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Stochastischer Prozess
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Risikoprämie
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term structure
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credit risk
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PD-LGD correlation
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Free
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Jaskowski, Marcin
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Deliu, Dragos
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Guglielmo D’Amico
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Hsu, Pao-Peng
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LI, HUI
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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RePEc
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ECONIS (ZBW)
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EconStor
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Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
Guglielmo D’Amico
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Computational Economics
29
(
2007
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10005674192
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