Term structure modelling of defaultable bonds
type: Item
instance of: scholarly article
title: Term structure modelling of defaultable bonds
zbMATH Open document ID: 1274.91452
DOI: 10.1007/BF01531334
author: Philipp J. Schönbucher
published in: Review of Derivatives Research
publication date: 2013-10-30T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6220920
zbMATH Keywords: default risk
zbMATH Keywords: Heath-Jarrow-Morton model
zbMATH Keywords: term structure of interest rates
zbMATH Keywords: default probabilities
zbMATH Keywords: recovery rates
zbMATH Keywords: credit spreads
zbMATH Keywords: defaultable forward rates
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01531334
OpenAlex ID: W1528364298
description: scientific article; zbMATH DE number 6220920