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~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
~type_genre:"Working Paper"
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Fabozzi, Frank J.
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Credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
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1995
Persistent link: https://www.econbiz.de/10000985913
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Are there arbitrage opportunities in credit derivatives markets? : a new test and an application to the case of CDS and ASPs
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
-
2009
Persistent link: https://www.econbiz.de/10003972605
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