Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach (Q2401249)
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English | Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach |
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Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach (English)
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8 September 2017
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risk-free interest rates
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term structure of credit spreads
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sovereign default risk
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euro zone
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defaultable bond
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credit default swap
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zero coupon yield
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market consistency
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