Télécharger le livre :  Impact of Government Bonds Spreads on Credit Derivatives
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Verena Anna Berger investigates the question to what extent credit default swap spreads are impacted by an increase of government bond yields within the European area. In the first step, these spreads are computed with the help of the Hull-White model to demonstrate the...

Editeur : Springer Gabler
Parution : 2017-11-30
Collection : BestMasters
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