Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Recovery Risk in Credit Default Swap Premia

Recovery Risk in Credit Default Swap Premia

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783834928443
Condition
New
Product Description

The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties around decomposing the expected loss. Timo Schlfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$39.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

$39.99
See Site In stock Visit Store

Similar Products

Chronobiotechnology and Chronobiological Engineering

$39.99

European Yearbook of International Economic Law 2022

$139.00

Coherence and Quantum Optics V

$84.99

Finding Freedom: A Cook's Story; Remaking a Life from Scratch by Erin French

$30.00

Excel fr Techniker und Ingenieure

$59.99

Hyperbaric Oxygenation Therapy

$139.99

Crystallographic Texture of Materials

$84.99

Desktop Publishing

$59.99

My Books Summer Grades 9-12 Fiction/Nonfiction 10-Book Bundle

$49.95

Improving Processes for Health Care Delivery

$64.99

Messung und Beurteilung der Wirkung optischer Aufheller bei Gegenwart von verschiedenen Pigmenten un

$49.99

Lokalredakteure

$59.99

Longevity and the Good Life

$39.99

Assessing English Proficiency for University Study

$54.99

Innovative Advisory Services in the Virtual World

$54.99

Arteriovenous Hemofiltration

$109.99

Software-intensive verteilte Echtzeitsysteme Echtzeit 2009

$44.99

Hepatic Encephalopathy and Nitrogen Metabolism

$329.99

Grundlagen der Grenzschicht-Meteorologie

$64.99

Reframing Italian Economic History, 18612021

$139.99

Social Big Data Analytics

$119.00

EKC 2019 Conference Proceedings

$109.99

Lebensmittel und Mikroorganismen

$84.99

Fhrungskrfte in Europa

$79.99

Enhanced Radio Access Technologies for Next Generation Mobile Communication

$109.99

Theoretische Physik auf der Grundlage einer allgemeinen Dynamik

$69.99

Vergleichende Untersuchungen zweier neuzeitlicher Ungleichmigkeitsprfer fr Bnder und Garne hins

$59.99

Control of Modern Integrated Power Systems

$84.99

Dissimulation and Deceit in Early Modern Europe

$89.99

Modern Trends in Human Leukemia VIII

$109.99

Geschftsmodellentwicklung fr Vermittler:innen

$17.99

Resource-Aware Data Fusion Algorithms for Wireless Sensor Networks

$84.99

Interdisciplinary Unsettlings of Place and Space

$109.99

Advances in Cryptology EUROCRYPT '94

$39.99

Wirtschaftspolitisches Wissen fr die Wohnungs- und Immobilienwirtschaft

$19.99

Ideas for a Hermeneutic Phenomenology of the Natural Sciences

$84.99

Stance and Voice in Written Academic Genres

$79.99

Active Contours

$54.99

Analysis in Beispielen und Gegenbeispielen

$39.99

Formal Linguistics and Language Education

$119.00