Separating the components of default risk : a derivative-based approach
Year of publication: |
2015
|
---|---|
Authors: | Le, Anh |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 5.2015, 1, p. 1-48
|
Subject: | Default risk | loss given default | corporate bonds | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Risikoprämie | Risk premium | Basler Akkord | Basel Accord |
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