Laurent Carlier

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

131

CITATIONS

0

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
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Convergence Asset Management
Downloads 118 (173,505)

Abstract:

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