PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE

DOI10.1142/S0219024905003050zbMath1113.91027OpenAlexW2016376681MaRDI QIDQ3023919

Tien Foo Sing, Gang-Zhi Fan, Kian-Guan Lim, Seow Eng Ong

Publication date: 6 July 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024905003050

zbMATH Keywords

structural modelintensity model

Mathematics Subject Classification ID

Cites Work

• The Pricing of Options and Corporate Liabilities
• Computation of the asymptotic null distribution of goodness-of-fit tests for multi-state models
• A Theory of the Term Structure of Interest Rates
• An equilibrium characterization of the term structure
• Unnamed Item

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