Term structure modelling of defaultable bonds (Q375366): Difference between revisions
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Revision as of 03:04, 30 January 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)
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30 October 2013
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default risk
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Heath-Jarrow-Morton model
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term structure of interest rates
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default probabilities
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recovery rates
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credit spreads
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defaultable forward rates
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