Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.02.002 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1995449449 / rank | |||
Normal rank | |||
Revision as of 20:05, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing risky debt: a new model combining structural information with the reduced-form approach |
scientific article |
Statements
Valuing risky debt: a new model combining structural information with the reduced-form approach (English)
0 references
22 September 2014
0 references
default risk
0 references
credit spread
0 references
default intensity
0 references
reduced-form model
0 references
hybrid model
0 references
structural model
0 references
