Pricing on a defaultable and callable corporate bond with credit rating migration under the structure framework (Q5196939)
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scientific article; zbMATH DE number 7109107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing on a defaultable and callable corporate bond with credit rating migration under the structure framework |
scientific article; zbMATH DE number 7109107 |
Statements
20 September 2019
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bond pricing
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structure model
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credit rating migration
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callable and default conditions
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0.8336073756217957
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0.8313801884651184
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0.8133413791656494
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0.8027754426002502
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