Robustness of Distance-to-Default

Cathrine Jessen, David Lando

Research output: Contribution to conferencePaperResearchpeer-review

Original languageEnglish
Publication dateMay 2013
Number of pages19
Publication statusPublished - May 2013
EventThe 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 20138 Jun 2013
Conference number: 3
http://www.rcem.eu/events/febs-2013/overview.aspx

Conference

ConferenceThe 3rd International Conference of the Financial Engineering and Banking Society (FEBS)
Number3
LocationESCP Europe Paris campus.
CountryFrance
CityParis
Period06/06/201308/06/2013
SponsorThe Financial Engineering and Banking Society
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