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Sovereign default risk valuation : implications of debt crises and bond restructurings

Author: Jochen R Andritzky
Publisher: Berlin ; New York : Springer, ©2006.
Series: Lecture notes in economics and mathematical systems, 582.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Past cycles of sovereign lending and default suggest that debt crises will recur at some point. Surveying the sovereign bond market, the author provides investors with a useful toolkit for analyzing  Read more...

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Additional Physical Format: Online version:
Andritzky, Jochen R.
Sovereign default risk valuation.
Berlin ; New York : Springer, ©2006
(OCoLC)646827872
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jochen R Andritzky
ISBN: 3540374485 9783540374480
OCLC Number: 74270312
Notes: Originally presented as the author's doctoral Thesis (Universität, St. Gallen, 2006).
Description: xi, 251 pages : illustrations ; 24 cm.
Contents: Introduction --
Sovereign lending and default --
Sovereign restructuring --
Modeling sovereign default risk --
Empirical estimations --
Credit default swaps --
Conclusion.
Series Title: Lecture notes in economics and mathematical systems, 582.
Responsibility: Jochen Andritzky.
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