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~institution:"Basel Committee on Banking Supervision"
~institution:"European University Institute / Department of Economics"
~institution:"Nationalekonomiska Institutionen, Ekonomihögskolan"
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Currency option pricing with stochastic interest rates and transaction costs : a theoretical model
Tamborski, Mariusz
-
1994
Persistent link: https://www.econbiz.de/10013420261
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12
Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures
Byström, Hans
-
Nationalekonomiska Institutionen, Ekonomihögskolan
-
2005
) distributions from quoted credit default
swap
(CDS) index spreads. We apply the approach to two market-wide European portfolios …
Persistent link: https://www.econbiz.de/10005645158
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