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subject:"Risikomanagement"
~isPartOf:"The journal of fixed income"
~language:"eng"
~subject:"Kreditrisiko"
~subject:"Risk management"
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Gendron, Michel
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The journal of fixed income
Journal of banking & finance
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International journal of theoretical and applied finance
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of structured finance
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Annual review of financial economics
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Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
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An analysis of portfolios of insured debts
Gendron, Michel
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
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