Survey of the recent literature: recovery risk
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| Veröffentlicht in: | The credit market handbook |
|---|---|
| 1. Verfasser: | |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2006
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| Schlagworte: | |
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Tag hinzufügen | Titel | Jahr | Verfasser |
|---|---|---|
| Estimating default probabilities implicit in equity prices | 2006 | Janosi, Tibor |
| Non-parametric analysis of rating transition and default data | 2006 | Fledelius, Peter |
| Valuing high-yield bonds: a business modelling approach | 2006 | Ho, Thomas S. Y. |
| Predictions of default probabilities in structural models of debt | 2006 | Leland, Hayne E. |
| Reducted-form versus structural models of credit risk: a case study of three models | 2006 | Arora, Navneet |
| Implications of correlated default for portfolio allocation to corporate bonds | 2006 | Wise, Mark B. |
| Survey of the recent literature: recovery risk | 2006 | Das, Sanjiv R. |
| Structural versus reducted-form models: a new information-based perspective | 2006 | Jarrow, Robert A. |
| Correlated default processes: a criterion-based copula approach | 2006 | Das, Sanjiv R. |