Recovery rate risk and credit spreads in a hybrid credit risk model
Mathieu Boudreault; Geneviève Gauthier; Tommy Thomassin
| Year of publication: |
2013
|
|---|---|
| Authors: | Boudreault, Mathieu ; Gauthier, Geneviève ; Thomassin, Tommy |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 9.2013, 3, p. 3-39
|
| Subject: | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Risikomodell | Risk model | Nordamerika | North America |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010239245