Explaining the level of credit spreads : option-implied jump risk premia in a firm value model

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Bibliographic Information

Title
"Explaining the level of credit spreads : option-implied jump risk premia in a firm value model"
Statement of Responsibility
Martijn Cremers ... [et al.]
Publisher
  • Bank for International Settlements
Publication Year
  • c2005
Book size
30 cm

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Notes

"Monetary and Economic Department"

"November 2005"

Includes bibliographical references (p. 31-34)

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Details 詳細情報について

  • CRID
    1130282269619036032
  • NII Book ID
    BB15083986
  • Text Lang
    en
  • Country Code
    sz
  • Title Language Code
    en
  • Place of Publication
    • Basel
  • Data Source
    • CiNii Books
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