Modelling credit spreads with time volatility, skewness, and kurtosis
Year of publication: |
March 2018
|
---|---|
Authors: | Clark, Ephraim ; Baccar, Selima |
Published in: |
Risk management decisions and wealth management in financial economics. - New York, NY, USA : Springer. - 2018, p. 431-461
|
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Volatilität | Volatility | Kreditrisiko | Credit risk | Statistische Verteilung | Statistical distribution |
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