Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165): Difference between revisions

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Latest revision as of 02:25, 9 July 2024

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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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