AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS (Q5297239): Difference between revisions
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scientific article; zbMATH DE number 5172248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS |
scientific article; zbMATH DE number 5172248 |
Statements
AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS (English)
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18 July 2007
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credit risk
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term structure
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defaultable bond
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