Dynamical analysis of corporate bonds based on the yield spread term-quality surface (Q2372255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamical analysis of corporate bonds based on the yield spread term-quality surface |
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Dynamical analysis of corporate bonds based on the yield spread term-quality surface (English)
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25 July 2007
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default risk
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hazard rate
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yield spread term-quality surface
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credit quality
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spread risk
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Markov state variable
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no arbitrage
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