Open AccessFirm-Specific Risk-Neutral Distributions: The Role of CDS Spreads
Author(s) -
Sirio Aramonte,
Mohammad R. JahanParvar,
Samuel Rosen,
John W. Schindler
Publication year - 2017
Publication title -
international finance discussion paper
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2017.1212
Subject(s) - jump , credit default swap , credit risk , distribution (mathematics) , business , value (mathematics) , trading strategy , econometrics , risk neutral , credit valuation adjustment , actuarial science , financial economics , economics , monetary economics , mathematics , statistics , quantum mechanics , credit reference , mathematical analysis , physics
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