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.
| Year of publication: |
2005
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| Authors: | Servigny, Arnaud de ; Jobst, Norbert |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 18.2005, 12, p. 84-89
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