Biblioteca del Instituto de Estudios Fiscales

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Implied default barrier in credit default swap premia Francisco Alonso, Santiago Forte, José Manuel Marqués

By: Alonso Sánchez, Francisco.
Contributor(s): Forte, Santiago | Marqués Sevillano, José Manuel.
Material type: TextTextSeries: Banco de España. Documentos de Trabajo ; n. 0639.Publisher: Madrid Banco de España 2006Description: 48 p. 30 cm.Subject(s): CREDITO | OPERACIONES CREDITICIAS | SWAPS | MODELOS ECONOMETRICOS | RIESGO
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C 1952-33769 (Browse shelf) Available C 1952-33769

Resumen. Bibliografía. Apéndice.

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