From default probabilities to credit spreads : credit risk models do explain market price
Year of publication: |
2006
|
---|---|
Authors: | Denzler, Stefan M. ; Dacorogna, Michel M. ; Müller, Ulrich A. ; McNeil, Alexander J. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 3.2006, 2, p. 79-95
|
Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Zinsstruktur | Yield curve | Theorie | Theory |
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