Recovery Risk in Credit Default Swap Premia

Recovery Risk in Credit Default Swap Premia by Timo Schläfer.

The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties aro...

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Bibliographic Details
Main Author: Schläfer, Timo (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Wiesbaden : Gabler Verlag : Imprint: Gabler Verlag, 2011.
Edition:1st ed. 2011.
Series:Springer eBook Collection.
Subjects:
Finance.
Operations research.
Decision making.
Electronic resources (E-books)
Online Access:Click to view e-book
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Call Number: E-Book
Status: Available

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