Quotation 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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Publication's profile

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 (Details)
Veza, Tanja (Former researcher)
Organization
Bank Administration (Former organization)
Financial Engineering und Derivate (Dorfleitner) (Former organization)
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