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On Additional Credit Spreads Caused by Jump Risks of the Default Rate Ahn, Chang Mo; Kang, Jangkoo; Kim, Hwa-Sung, 한국증권학회 4차 정기학술발표회, pp.1 - 20, 한국증권학회, 2003-10 |
The effects of jump risks associated with the default rate on credit spreads Ahn, Chang Mo; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF RISK, v.7, no.3, pp.95 - 110, 2005-04 |
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