SMEAL WIKI

Separating the Components of Default Risk:A Derivative-Based Approach

Anh Le
Year2007
VenueFaculty Digital Archive (New York University Florence)
Typereport
Citations4
DOI(no DOI)
OpenAlexW3122352464

Topics

Credit Risk and Financial RegulationsLeverage (statistics)Credit default swapVolatility (finance)EconometricsDefault