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Book Categories |
1 | Introduction | 1 |
2 | On the economic content of models of default risk | 7 |
3 | Intensity-based modeling of default | 21 |
4 | The empirical performance of reduced-form models of default risk | 43 |
5 | Explaining credit default swap premia | 91 |
6 | Conclusion | 111 |
App. A | Calculation of volatility proxies | 115 |
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Add Default Risk in Bond and Credit Derivatives Markets, Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling frame, Default Risk in Bond and Credit Derivatives Markets to the inventory that you are selling on WonderClubX
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Add Default Risk in Bond and Credit Derivatives Markets, Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling frame, Default Risk in Bond and Credit Derivatives Markets to your collection on WonderClub |