Modeling Defaultable Securities with Recovery Risk Lot… Karoui Desautels Faculty of Management, McGill University First draft: MarchThis version: JanuaryAbstract

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Date: 2009-01-28 03:25:40 Mathematical finance Money Finance Applied mathematics Interest rates Credit default swap Systemic risk United States housing bubble Derivative Laplace transform Risk-free interest rate Risk-neutral measure		Modeling Defaultable Securities with Recovery Risk Lot… Karoui Desautels Faculty of Management, McGill University First draft: MarchThis version: JanuaryAbstract Add to Reading List Source URL: www.istfin.eco.usi.ch Download Document from Source Website File Size: 444,66 KB Share Document on Facebook

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