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Gabler Verlag
Recovery Risk in Credit Default Swap Premia
Product Code:
9783834928443
ISBN13:
9783834928443
Condition:
New
$61.47
Recovery Risk in Credit Default Swap Premia
$61.47
Timo Schl?fer 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.
| Author: Timo Schläfer |
| Publisher: Gabler Verlag |
| Publication Date: Apr 05, 2011 |
| Number of Pages: 112 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3834928445 |
| ISBN-13: 9783834928443 |
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