CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (Q3523607): Difference between revisions
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Property / author: Marco Avellaneda / rank | |||
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Property / author: Marco Avellaneda / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS / rank | |||
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Property / cites work: Recursive valuation of defaultable securities and the timing of resolution of uncertainty / rank | |||
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Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank | |||
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Latest revision as of 16:01, 28 June 2024
scientific article
Language | Label | Description | Also known as |
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English | CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS |
scientific article |
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CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (English)
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3 September 2008
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non-option instruments
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Markov process
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credit contagion model
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