A CB (Corporate Bond) Pricing Probabilities and Recovery Rates Model for Deriving Default Probabilities and Recovery Rates (Q5499672)
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scientific article; zbMATH DE number 6468275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CB (Corporate Bond) Pricing Probabilities and Recovery Rates Model for Deriving Default Probabilities and Recovery Rates |
scientific article; zbMATH DE number 6468275 |
Statements
A CB (Corporate Bond) Pricing Probabilities and Recovery Rates Model for Deriving Default Probabilities and Recovery Rates (English)
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30 July 2015
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business portfolio
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corporate bond model
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credit default swap
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credit risk management
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government bond model
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recovery rate
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term structure of default probabilities
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