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May 23, 2013

The search found 1 of 11797 documents sorted by Date with the following criteria:
Subject / Keyword: Price of risk; credit default swap; CDS; risk-neutral probability

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Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
Author/Editor: Espinoza, Raphael A. ; Segoviano Basurto, Miguel A.
Series: Working Paper No. 11/75
Published: April 1, 2011
Subject(s): Asset prices | Bankruptcy | Banks | Credit risk | Financial crisis | Risk premium
Author's keyword(s): Price of risk; credit default swap; CDS; risk-neutral probability

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