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Using Credit Derivatives to Compute Market Wide Default Probability Term Structures

Byström, Hans LU (2005) In Journal of Fixed Income 15(December). p.34-41
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Fixed Income
volume
15
issue
December
pages
34 - 41
publisher
institutional investor journal
ISSN
1059-8596
language
English
LU publication?
yes
id
807a7ce7-00a5-4df8-b4ff-88aeb87fa713 (old id 1384556)
date added to LUP
2009-04-20 12:27:13
date last changed
2016-08-16 15:47:56
@misc{807a7ce7-00a5-4df8-b4ff-88aeb87fa713,
  author       = {Byström, Hans},
  issn         = {1059-8596},
  language     = {eng},
  number       = {December},
  pages        = {34--41},
  publisher    = {ARRAY(0xa2bd738)},
  series       = {Journal of Fixed Income},
  title        = {Using Credit Derivatives to Compute Market Wide Default Probability Term Structures},
  volume       = {15},
  year         = {2005},
}