Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (Q402981)
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scientific article; zbMATH DE number 6335759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models |
scientific article; zbMATH DE number 6335759 |
Statements
Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (English)
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29 August 2014
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defaultable corporate bond
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discrete coupon
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tax
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default intensity
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default barrier
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duration
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