The Stochastic Recovery Rate in CDS : Empirical Test and Structural Model
Year of publication: |
2014
|
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Authors: | Kitwiwattanachai, Chanatip |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Stochastischer Prozess | Stochastic process | Theorie | Theory | Kreditrisiko | Credit risk | Schätzung | Estimation |
Extent: | 1 Online-Ressource (53 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 17, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2136116 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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