An integrated pricing model for defaultable loans and bonds (Q704061): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integrated pricing model for defaultable loans and bonds |
scientific article |
Statements
An integrated pricing model for defaultable loans and bonds (English)
0 references
12 January 2005
0 references
Statistical simulation methods
0 references
Financial risk management
0 references
Credit risk measurement model
0 references
Asset pricing
0 references
Debt \& debt management
0 references
