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~institution:"The Wharton Financial Institutions Center"
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The Wharton Financial Institutions Center
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Pricing the risk of recovery in default with APR violation
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685954
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A simple approach to estimate recovery rates with APR violation from debt spreads
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576030
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