Brendan O’Donoghue

Stanford University - Department of Electrical Engineering

Stanford, CA 94305-6104

United States

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

A Spread-Return Mean-Reverting Model for Credit Spread Dynamics

Number of pages: 16 Posted: 24 Feb 2014
Stanford University - Department of Electrical Engineering, Credit Suisse AG, Quantitative Strategies - Investment Banking Division - Credit Suisse Group and University College London
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Abstract:

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