Recovery in default risk modeling [microform] : theoretical foundations and empirical applications / Gurdip Bakshi, Dilip Madan, and Frank Zhang.
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Other title: | Revised title: Understanding the role of recovery in default risk models, empirical comparisons and implied recovery rates, November 6, 2001. |
Format: | Microfilm Book |
Language: | English |
Published: |
Washington, D.C. :
Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board,
[2001]
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Series: | ASI microfiche library. Non-depository collection ;
ASI 2001 9366-6.780. Finance and economics discussion series ; 2001-37. |
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Internet
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Call Number: |
ASI 2001 9366-6.780
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ASI 2001 9366-6.780 | Available |
Norlin Library - Government Information - Microform
Call Number: |
ASI 2001 9366-6.780
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ASI 2001 9366-6.780 | Restricted Place a Hold |