Norbert Jobst

Standard & Poor's

20 Canada Square

Canary Warf

London, E14 5LH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

715

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (2)

1.

An Empirical Analysis of Equity Default Swaps Ii: Multivariate Insights

Number of pages: 32 Posted: 01 Apr 2005
Norbert Jobst and Arnaud de Servigny
Standard & Poor's and Standard & Poor's
Downloads 408 (139,570)
Citation 10

Abstract:

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EDS, Equity Default Swap, correlation, dependence

2.

An Empirical Analysis of Equity Default Swaps (I): Univariate Insights

Number of pages: 36 Posted: 01 Apr 2005
Arnaud de Servigny and Norbert Jobst
Standard & Poor's and Standard & Poor's
Downloads 307 (190,390)
Citation 2

Abstract:

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Equity Default Swap, EDS