Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk (Q4791736): Difference between revisions
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Latest revision as of 00:55, 20 March 2024
scientific article; zbMATH DE number 1862460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk |
scientific article; zbMATH DE number 1862460 |
Statements
Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk (English)
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2 February 2003
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credit rating
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stochastic monotonicity
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hazard function
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risk premia adjustment
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