Do rare events explain CDX tranche spreads?

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Bibliographic Details

Authors and Corporations:	Seo, Sang Byung (Author), Wachter, Jessica (Author)
Other Authors:	Wachter, Jessica [Author]
Type of Resource:	E-Book
Language:	English
published:	[Philadelphia, PA Rodney L. White Center for Financial Research] September 16, 2016
Series:	Rodney L. White Center for Financial Research: Working papers ; 05-16
Subjects:	2005-2008 Kreditderivat Indexderivat Optionspreistheorie Risikoprämie Finanzkrise Levy-Prozess Ausreißer Theorie USA Arbeitspapier Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen