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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
Please use this url to cite or link to this publication:
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
Portfolio Management Research
ISSN
1059-8596
language
English
LU publication?
yes
id
807a7ce7-00a5-4df8-b4ff-88aeb87fa713 (old id 1384556)
date added to LUP
2016-04-04 13:33:10
date last changed
2025-04-04 14:46:48
@article{807a7ce7-00a5-4df8-b4ff-88aeb87fa713,
  author       = {{Byström, Hans}},
  issn         = {{1059-8596}},
  language     = {{eng}},
  number       = {{December}},
  pages        = {{34--41}},
  publisher    = {{Portfolio Management Research}},
  series       = {{Journal of Fixed Income}},
  title        = {{Using Credit Derivatives to Compute Market Wide Default Probability Term Structures}},
  volume       = {{15}},
  year         = {{2005}},
}