Best Seller Default Risk in Bond and Credit Derivatives Markets

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Default Risk in Bond and Credit Derivatives Markets High quality books

Default Risk in Bond and Credit Derivatives Markets
By:Christoph Benkert
Published on 2004-08-05 by Springer Science & Business Media

Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling framework a broad range of promising specifications is tested using corporate bond data. The book provides one of the most comprehensive empirical studies in the field, from Kalman filtration of affine term structure models to the use of Efficient Method of Moments estimation of dynamic term structure models in a default risky context. Filling another gap in empirical research, the book devotes special attention to the identification factors that can explain credit default swap premia.

This Book was ranked at 23 by Google Books for keyword Credit.

Book ID of Default Risk in Bond and Credit Derivatives Markets's Books is tIp2taajUuMC, Book which was written byChristoph Benkerthave ETAG "c/CIYkrNedQ"

Book which was published by Springer Science & Business Media since 2004-08-05 have ISBNs, ISBN 13 Code is 9783540220411 and ISBN 10 Code is 3540220410

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Book which have "135 Pages" is Printed at BOOK under CategoryBusiness and Economics

This Book was rated by Raters and have average rate at ""

This eBook Maturity (Adult Book) status is NOT_MATURE

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