Valuation of one period coupon bond based on default time and empirical study in Indonesian bond data (Q2796299)
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scientific article; zbMATH DE number 6560103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of one period coupon bond based on default time and empirical study in Indonesian bond data |
scientific article; zbMATH DE number 6560103 |
Statements
24 March 2016
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classical model
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default barrier
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first passage time
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probability of default
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revised first passage time
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Valuation of one period coupon bond based on default time and empirical study in Indonesian bond data (English)
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0.7351409196853638
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0.7330796122550964
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0.7225737571716309
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