Schneider, Paul, Sögner, Leopold, Veza, Tanja. 2007. The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Working/discussion paper, preprint |
| Language | German |
| Title | The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk |
| Year | 2007 |
| URL | http://www.wu-wien.ac.at/fed/Mitarbeiter/Schneider/cdsspecification.pdf |
Associations
- Projects
- Mathematics and Credit Risk
- People
- Schneider, Paul (Former researcher)
- Sögner, Leopold (Former researcher)
- Veza, Tanja (Former researcher)
- Organization
- Bank Administration
(Former organization)
- Financial Engineering und Derivate (Dorfleitner) (Former organization)