Measuring Default Risk Premia from Default Swap Rates and EDFs (2004)
by
Antje Berndt
,
Rohan Douglas
,
Darrell Due
,
Darrell Duffie
,
Mark Ferguson
,
David Schranz
| Citations: | 66 - 7 self |
Document Versions
| Measuring Default Risk Premia from Default Swap Rates and EDFs –Antje Berndt, Rohan Douglas, Darrell Due, Darrell Duffie, Mark Ferguson, David Schranz — 2004 |
| Measuring default risk premia from default swap rates and EDFs, working paper –Antje Berndt, Rohan Douglas, Darrell Duffie, Mark Ferguson, David Schranz — 2005 |
