Recovery risk in credit default swap premia [electronic resource] / Timo Schläfer.
The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties aro...
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Full Text (via Springer) |
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| Format: | Thesis Electronic eBook |
| Language: | English |
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Wiesbaden :
Gabler,
2011.
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| Series: | Gabler research.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HG6024.A3 S35 2011
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| HG6024.A3 S35 2011 | Available |