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The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Martin, Richard J.
Format:	Preprint
Publié:	2022
Sujets:	Pricing of Securities Risk Management Statistical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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