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HYBRYD MODELS An empirical analysis of equity default swaps (II): multivariate insights

Jobst, Norbert; Servigny, Arnaud de - In: Risk : managing risk in the world's financial markets 19 (2006) 1, pp. 97-103

Persistent link: https://www.econbiz.de/10007020165

CUTTING EDGE: HYBRID MODELS An empirical analysis of equity default swaps (I): univariate insights - The authors assess whether standard quantitative credit techniques can be used to measure the individual risk of hybrid instruments called equity default swaps (EDSs). This endeavour is based on extensive empirical work.

Servigny, Arnaud de; Jobst, Norbert - In: Risk : managing risk in the world's financial markets 18 (2005) 12, pp. 84-89

Persistent link: https://www.econbiz.de/10007021007

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