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Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram
![Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram](https://www.researchgate.net/profile/Christoph-Kaserer/publication/228461723/figure/fig4/AS:668492839784455@1536392521378/Implicit-Sharpe-ratio-based-on-CDS-spreads-and-EDFs-as-a-function-of-time_Q320.jpg)
Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram
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Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram
![Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram](https://www.researchgate.net/profile/Christoph-Kaserer/publication/228461723/figure/fig2/AS:339563097673730@1457969559167/Credit-quality-smile-Adjustment-factor-in-the-first-passage-time-framework-for_Q320.jpg)
Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram
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illustrates the development of the mean CDS-implied default probability... | Download Scientific Diagram
![Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram](https://www.researchgate.net/profile/Christoph-Kaserer/publication/228461723/figure/fig5/AS:668492839809038@1536392521437/Development-of-5-year-CDS-spread-1-year-EDF-implicit-market-Sharpe-ratio-and_Q320.jpg)
Development of 5 year CDS spread, 1-year EDF, implicit market Sharpe... | Download Scientific Diagram
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