Jean-Paul Laurent

affiliation not provided to SSRN

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Sovereign Recovery Schemes: Discounting and Risk Management Issues

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 18 Posted: 05 Nov 2012
Joe Bonnaud, Laurent Carlier, Jean-Paul Laurent and Jean-Luc Vila
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Convergence Asset Management
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Abstract:

Defaultable bond pricing, sovereign recovery, discount factor, discount bond