Pricing defaultable bonds: a middle-way approach between structural and reduced-form models (Q5484649)
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scientific article; zbMATH DE number 5047897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing defaultable bonds: a middle-way approach between structural and reduced-form models |
scientific article; zbMATH DE number 5047897 |
Statements
Pricing defaultable bonds: a middle-way approach between structural and reduced-form models (English)
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21 August 2006
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stochastic term structure
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defaultable bond
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credit spread
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probability of default
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hazard rate
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