Modeling Bond Spreads and Credit Default Risk in the Norwegian Financial Market Using Structural Credit Default Models

Autor:	Rundhaug, Mathilde, De Lange, Petter Eilif, Aamo, Per Egil
Databáze:	NORA (Norwegian Open Research Archive)
Externí odkaz:	https://hdl.handle.net/11250/2675383 Zobrazit plný text záznamu