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A multifactor approach for systematic default and recovery risk
Rösch, Daniel; Scheule, Harald - In: The journal of fixed income 15 (2005) 2, pp. 63-75
Persistent link: https://www.econbiz.de/10003229860
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Systematic credit risk and pricing for fixed income instruments
Rösch, Daniel; Scheule, Harald - In: The journal of fixed income 26 (2016) 1, pp. 42-60
Persistent link: https://www.econbiz.de/10011660753
Cover Image
A Multifactor Approach for Systematic Default and Recovery Risk
Rösch, Daniel; Scheule, Harald - In: The journal of fixed income 15 (2005) 2, pp. 63-75
Persistent link: https://www.econbiz.de/10007147687