Default Risk in Bond and Credit Derivatives Markets

Default Risk in Bond and Credit Derivatives Markets by Christoph Benkert.

Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling framework a broad range of promising specification...

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Bibliographic Details
Main Author: Benkert, Christoph (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.
Edition:1st ed. 2004.
Series:Lecture Notes in Economics and Mathematical Systems, 543
Springer eBook Collection.
Subjects:
Finance.
Econometrics.
Economics, Mathematical .
Macroeconomics.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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