cam a22 4 4500 282786627 CHVBK 20200310054408.0 130818s2005 sz 00 eng d (IDSBB)003779356 (NEBIS)006618359 (SNL)991008940729703976 (Sz)1446198-41snl_51 (Sz)vtls001446198 (Sz)001446198 SzZuIDS BS/BE A125 kids 330 22sdnb Explaining the level of credit spreads option-implied jump risk premia in a firm value model by Martijn Cremers ... [et al.] Basel BIS 2005 44 S. Ill. Working paper / Bank for International Settlements, Monetary and Economic Department No. 191 191 (IDSBB)001158585 570241782 A contrib. to the BIS Workshop on "The Pricing of Credit Risk", 9-10 September 2004, Basel, Switzerland Literaturverz. sb 2006/04 330 snl-sb Cremers Martijn (DE-588)135851637 BIS working papers 191 (Sz)000028513 vw SzZuIDS BS/BE IDSBB 490 0- Working paper / Bank for International Settlements, Monetary and Economic Department No. 191 191 (IDSBB)001158585 570241782 IDSBB 700 1- Cremers Martijn (DE-588)135851637 NEBIS 490 -- BIS working papers No. 191 191 (NEBIS)005799464 168170892 NEBIS 700 1- Cremers Martijn SNL 490 1- BIS working papers 1020-0959 no. 191 SNL 700 1- Cremers Martijn SNL 710 2- Bank für Internationalen Zahlungsausgleich Währungs- und Wirtschaftsabteilung (DE-588)5043752-5 SNL 830 -- BIS working papers 191 (Sz)000028513 BK020000 XK020000 XK020000 SNL NB001 NB001 Pq 24309/191 NB10011 NEBIS E95 E95 E95BM ZM-15B-BR191 IDSBB A125 A125 125MZ UBW RS 7 : 191 NELA1250601