Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (Q3014981)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps |
scientific article |
Statements
Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps (English)
0 references
8 July 2011
0 references
credit spread
0 references
default probability
0 references
hyperexponential distribution
0 references
fair premium rate
0 references
structural credit risk model
0 references
zero-coupon bond
0 references
0 references
0 references
0 references
