An integrated pricing model for defaultable loans and bonds (Q704061): Difference between revisions

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+A simplified exposition of the health, Jarrow and Morton model
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+Default risk and derivative products
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Martingales and arbitrage in multiperiod securities markets
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Swap Pricing with Two-Sided Default Risk in a Rating-Based Model *
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+Term structure modelling of defaultable bonds
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