Valuation differences between credit default swap and corporate bond markets
Year of publication: |
2013
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Authors: | Entrop, Oliver ; Schiemert, Richard ; Wilkens, Marco |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 9.2013/14, 4, p. 3-46
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Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Unternehmensanleihe | Corporate bond | Kreditderivat | Credit derivative | Wahrscheinlichkeitsrechnung | Probability theory | EU-Staaten | EU countries |
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