Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165): Difference between revisions
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scientific article
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English | Valuing risky debt: a new model combining structural information with the reduced-form approach |
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Valuing risky debt: a new model combining structural information with the reduced-form approach (English)
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22 September 2014
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default risk
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credit spread
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default intensity
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reduced-form model
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hybrid model
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structural model
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