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Recovery rates in investment-grade pools of credit assets: A large deviations analysis

Recovery rates in investment-grade pools of credit assets: A large deviations analysis

Konstantinos Spiliopoulos; Richard B. Sowers

作者Konstantinos Spiliopoulos; Richard B. Sowers
卷第121卷
期第12期
印刷ISSN0304-4149
文件大小429.70KB
发表时间2011
DOI10.1016/j.spa.2011.08.005
页码2861-2898

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