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- March 31st, 2015, 12:16 pm
- Forum: Book And Research Paper Forum
- Topic: Corporate Yield Spreads Default Risk or Liquidity New Evidence from the Credit Default Swap Market
- Replies: 5
- Views: 12450
Corporate Yield Spreads Default Risk or Liquidity New Evidence from the Credit Default Swap Market
<t>Hi Dongni,I am currently studying this paper as well and I am wondering if you solved your matlab issue. I do not fully understand the methodology in the paper. I can fit the CIR model once I obtained the lambdas, but how to I solve for the lambdas? I hope you can help me out. Thanks a lot in adv...