LIBROS DEL AUTOR: christoph benkert

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  • Default Risk in Bond and Credit Derivatives Markets
    Christoph Benkert
    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 specifications is tested using corporate bond data. The book provi...
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    66,94 €