Using Credit Derivatives to Compute Marketwide Default...

Using Credit Derivatives to Compute Marketwide Default Probability Term Structures

Byström, Hans N.E
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Volume:
15
Language:
english
Journal:
The Journal of Fixed Income
DOI:
10.3905/jfi.2005.605422
Date:
December, 2005
File:
PDF, 1004 KB
english, 2005
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