Robustness of Distance-to-Default

Cathrine Jessen, David Lando

Research output: Contribution to conference › Paper › Research › peer-review

Original language	English
Publication date	May 2013
Number of pages	19
Publication status	Published - May 2013
Event	The 3rd International Conference of the Financial Engineering and Banking Society (FEBS): Financial Regulation and Systemic Risk - ESCP Europe Paris campus., Paris, France Duration: 6 Jun 2013 → 8 Jun 2013 Conference number: 3 http://www.rcem.eu/events/febs-2013/overview.aspx

Conference	The 3rd International Conference of the Financial Engineering and Banking Society (FEBS)
Number	3
Location	ESCP Europe Paris campus.
Country/Territory	France
City	Paris
Period	06/06/2013 → 08/06/2013
Sponsor	The Financial Engineering and Banking Society
Internet address	http://www.rcem.eu/events/febs-2013/overview.aspx

Handle.net

@conference{084484c3c8354c75873c260ee48e1c44,

title = "Robustness of Distance-to-Default",

author = "Cathrine Jessen and David Lando",

year = "2013",

month = may,

language = "English",

note = "The 3rd International Conference of the Financial Engineering and Banking Society (FEBS) ; Conference date: 06-06-2013 Through 08-06-2013",

url = "http://www.rcem.eu/events/febs-2013/overview.aspx",

}