Counterparty risk and the pricing of defaultable securities
Year of publication: |
2001
|
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Authors: | Jarrow, Robert A. ; Yu, Fan |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 5, p. 1765-1799
|
Subject: | Insolvenz | Insolvency | Risiko | Risk | Unternehmensanleihe | Corporate bond | CAPM | Theorie | Theory | Korrelation | Correlation |
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