A pricing model for secondary market yield based floating rate notes subject to default risk. (Q5952433)
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scientific article; zbMATH DE number 1688947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pricing model for secondary market yield based floating rate notes subject to default risk. |
scientific article; zbMATH DE number 1688947 |
Statements
A pricing model for secondary market yield based floating rate notes subject to default risk. (English)
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2001
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Pricing
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Uncertainty modelling
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Secondary market yield based floating rate note
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Default risk
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Incomplete market
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