Publikationer
Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures
Avdelning/ar:
Publiceringsår: 2005
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers, Department of Economics, Lund University
Nummer: 44
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- iTraxx
- credit default swap index
- default probability
- term structure
Övrigt
Published
