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Ghada Zgolli

Université Paris Ouest - Nanterre, La Défense - Laboratoire CEROS

200 Avenue de la République

Nanterre, Hauts de Seine 92000

France

SCHOLARLY PAPERS

2

DOWNLOADS

131

TOTAL CITATIONS

1

Scholarly Papers (2)

Abstract:

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credit default swap, credit risk, structural model, variance risk premia, implied volatility, historical volatility

2.

Credit Default Swap & Variance Risk Premia

Posted: 18 Dec 2012
Ghada Zgolli
Université Paris Ouest - Nanterre, La Défense - Laboratoire CEROS

Abstract:

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credit default swap, credit risk, structural model, variance risk premia, implied volatility, historical volatility