2 research outputs found
Continuous Term Structures for Implied Recovery
- Author
- % Cva
- &apos
- / Mc/
- Bjorn Flesaker
- D Joe
- Damiano Brigo
- Damiano Brigo
- Damiano Brigo
- Damiano Brigo
- Daniel Covitz
- Darrell Duffie
- Darrell Duffie
- David Gottlieb
- Dilip Haluk Unal
- Dilip Madan
- E Ayache
- Edward Altman
- Edward I Altman
- Edward I Altman
- Ey
- Fang Fang
- Grid
- Grid
- Gurdip Bakshi
- H E Jens
- Isda Cds Marketplace
- John C Cox
- John C Strikwerda
- John Hull
- Jun Pan
- K=multiseniority+1
- Marcin Jaskowski
- Markit
- Nathan Meibergen
- Nishul Saperia
- Peter Forsyth
- Premactive=sum
- Premactiveindex=find
- Protactive=sum
- Protactiveindex=find
- R Sanjiv
- R Tomasz
- R=normcdf
- Rainer Jankowitsch
- Rajiv Guha
- Reuters
- Richard Cantor
- Richard Cantor
- Robert C Merton
- S
- S
- S N=2 * S
- Sic
- Sinner=grid
- Spreads
- Spreads
- Spreads
- T
- T
- T Max=tmax
- Til Schuermann
- Timo Schl�fer
- V Viral
- Vadim Linetsky
- W Cornelis
- Y Muromachi
- Yukinori Iwashita
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Is Recovery Risk Priced?
- Author
- Acharya
- Anh Le
- Antje Berndt
- Antje Berndt
- Avg
- Avg
- Daniel Covitz
- Daniel R�sch
- Darrell Duffie
- David Hamilton
- David Hamilton
- David Keisman
- David Lando
- De Jong
- Dilip Madan
- Douglas Baird
- Edward Altman
- Edward Altman
- Edward Altman
- Edwin Elton
- Francis Longstaff
- Frank Zhang
- Greg Gupton
- Gurdip Bakshi
- Jeong Song
- Jerome Fons
- Jon Frye
- Joost Driessen
- Jun Pan
- Kenneth Emery
- Kenneth Emery
- Kenneth Emery
- Klaus D�llmann
- Leandro Saita
- Levent G�ntay
- Long Chen
- Marliese Uhrig-Homburg
- Max Bruche
- Ming Huang
- Olivier Renault
- Paul Schneider
- Pierre Collin-Dufresne
- Rajiv Guha
- Raquel Gaspar
- Redouane Elkamhi
- Richard Cantor
- Richard Cantor
- Robert Jarrow
- Sanjiv Das
- Sreedhar Bharath
- Sudheer Chava
- Timo Schläfer
- Timo Schl�fer
- Timo Schl�fer
- Zhipeng Zhang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study