Default risk and diversification: Theory and empirical implications

Robert A. Jarrow, David Lando, Fan Yu

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

SprogEngelsk
TidsskriftMathematical Finance
Vol/bind15
Udgave nummer1
Sider1-26
Antal sider26
ISSN0960-1627
DOI
StatusUdgivet - 2005

Emneord

  • Kreditderivater
  • Erhvervsobligationer
  • Kreditrisiko

Citer dette

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title = "Default risk and diversification: Theory and empirical implications",
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Default risk and diversification : Theory and empirical implications. / Jarrow, Robert A.; Lando, David; Yu, Fan.

I: Mathematical Finance, Bind 15, Nr. 1, 2005, s. 1-26.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

T1 - Default risk and diversification

T2 - Mathematical Finance

AU - Jarrow,Robert A.

AU - Lando,David

AU - Yu,Fan

PY - 2005

Y1 - 2005

KW - Kreditderivater

KW - Erhvervsobligationer

KW - Kreditrisiko

U2 - 10.1111/j.0960-1627.2005.00208.x

DO - 10.1111/j.0960-1627.2005.00208.x

M3 - Journal article

VL - 15

SP - 1

EP - 26

JO - Mathematical Finance

JF - Mathematical Finance

SN - 0960-1627

IS - 1

ER -