Implied default barrier in credit default swap premia
Year of publication: |
2006
|
---|---|
Authors: | Alonso Sánchez, Francisco ; Forte, Santiago ; Marqués Sevillano, José Manuel |
Publisher: |
Banco de España / Madrid : Banco de España, 2006 |
Subject: | Credit risk | Structural model | Credit default swap | Implied default barrier | Crisis bancarias |
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