The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

Paul Schneider, Leopold Sögner, Tanja Veza

Publikation: Working/Discussion Paper › Working Paper/Preprint

Originalsprache	Deutsch (Österreich)
Publikationsstatus	Veröffentlicht - 1 Okt. 2007

Verfügbarkeit prüfen

Mathematik und Kreditrisiko
Pichler, S., Summer, C. & Veza, T.
1/05/05 → 30/04/09
Projekt: Forschungsförderung

TY - UNPB

T1 - The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

AU - Schneider, Paul

AU - Sögner, Leopold

AU - Veza, Tanja

PY - 2007/10/1

Y1 - 2007/10/1

UR - http://www.wu-wien.ac.at/fed/Mitarbeiter/Schneider/cdsspecification.pdf

M3 - Working Paper/Preprint

BT - The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

ER -