Explaining Credit Default Swap Spreads with Equity Volatility and Jump Risks of Individual Firms

Explaining Credit Default Swap Spreads with Equity Volatility and Jump Risks of Individual Firms
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Publisher :
Total Pages : 48
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ISBN-10 : IND:30000107394441
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Rating : 4/5 (41 Downloads)

Book Synopsis Explaining Credit Default Swap Spreads with Equity Volatility and Jump Risks of Individual Firms by : Yibin Zhang

Download or read book Explaining Credit Default Swap Spreads with Equity Volatility and Jump Risks of Individual Firms written by Yibin Zhang and published by . This book was released on 2005 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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