Default and Recovery Risk Dependencies in a Simple Credit Risk Model.
| Autor: | Bade, Benjamin1 Benjamin.Bade@finance.uni-hannover.de, Rösch, Daniel1 Daniel.Roesch@finance.uni-hannover.de, Scheule, Harald2 hscheule@unimelb.edu.au |
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| Zdroj: | European Financial Management. Jan2011, Vol. 17 Issue 1, p120-144. 25p. 10 Charts, 5 Graphs. |
| Databáze: | Business Source Ultimate |
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