Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuing risky debt: a new model combining structural information with the reduced-form approach |
scientific article; zbMATH DE number 6347064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing risky debt: a new model combining structural information with the reduced-form approach |
scientific article; zbMATH DE number 6347064 |
Statements
Valuing risky debt: a new model combining structural information with the reduced-form approach (English)
0 references
22 September 2014
0 references
default risk
0 references
credit spread
0 references
default intensity
0 references
reduced-form model
0 references
hybrid model
0 references
structural model
0 references
0 references
0 references
0 references
0 references
0 references
0.8529311
0 references
0.8522765
0 references
0.84923494
0 references
0.84883773
0 references
0.8428252
0 references
