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Sovereign default risk valuation : implications of debt crises and bond restructurings /

Bibliographic Details
Main Author: Andritzky, Jochen R.
Corporate Author: SpringerLink (Online service)
Format: Thesis eBook
Language:English
Published: Berlin ; New York : Springer, [2006]
Series:Lecture notes in economics and mathematical systems ; 582.
Subjects:
Insolvabiliteit.
Obligaties.
Schulden.
Swaps.
Debts, Public > Developing countries.
Default (Finance) > Developing countries.
Financial risk > Developing countries > Mathematical models.
Government securities > Valuation > Developing countries > Mathematical models.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Sovereign lending and default
  • Sovereign restructuring
  • Modeling sovereign default risk
  • Empirical estimations
  • Credit default swaps
  • Conclusion.