Default Risk in Bond and Credit Derivatives Markets /

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
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:	Lecture notes in economics and mathematical systems ; 543.
Subjects:	Economics. Finance. Econometrics. Electronic books.
Online Access:	Connect to the full text of this electronic book