Term structure modelling of defaultable bonds (Q375366): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf01531334 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1528364298 / rank | |||
Normal rank | |||
Latest revision as of 10:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure modelling of defaultable bonds |
scientific article |
Statements
Term structure modelling of defaultable bonds (English)
0 references
30 October 2013
0 references
default risk
0 references
Heath-Jarrow-Morton model
0 references
term structure of interest rates
0 references
default probabilities
0 references
recovery rates
0 references
credit spreads
0 references
defaultable forward rates
0 references
0 references
0 references
0 references
0 references
