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:100 - 7 self

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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