Knygos.lt nariams
83,57 €
-30%
Įprastai
119,39 €
Recovery Risk in Credit Default Swap Premia
Knygos.lt nariams
83,57 €
-30%
Įprastai
119,39 €
- Išsiųsime per 12–18 d.d.
Timo Schläfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.
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- Autorius: Timo Schläfer
- Leidėjas: Gabler Verlag
- Metai: 2011
- Puslapiai: 112
- ISBN-10: 3834928445
- ISBN-13: 9783834928443
- Formatas: 14.8 x 21 x 0.7 cm, minkšti viršeliai
- Kalba: Anglų
Atsiliepimai
Aprašymas
Timo Schläfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.
Knygos.lt nariams
83,57 €
-30%
Įprastai
119,39 €
Išsiųsime per 12–18 d.d.
- Autorius: Timo Schläfer
- Leidėjas: Gabler Verlag
- Metai: 2011
- Puslapiai: 112
- ISBN-10: 3834928445
- ISBN-13: 9783834928443
- Formatas: 14.8 x 21 x 0.7 cm, minkšti viršeliai
- Kalba: Anglų
Timo Schläfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.
Atsiliepimai