Zobrazeno 1 - 1
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pro vyhledávání: '"Timothy G. Townend"'
Autor:
Frank S. Skinner, Timothy G. Townend
Publikováno v:
International Review of Financial Analysis. 11:297-309
This article represents the first empirical examination of credit default swaps. We appeal to corporate and option pricing theory to argue that credit default swaps are actually put options. We suggest a linear regression model containing five variab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38de7762aa477705d4a01d613db9972c
https://doi.org/10.1016/s1057-5219(02)00077-7
https://doi.org/10.1016/s1057-5219(02)00077-7
