CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (Q3523607): Difference between revisions
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| Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank | |||
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Latest revision as of 16:01, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS |
scientific article |
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CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (English)
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3 September 2008
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non-option instruments
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Markov process
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credit contagion model
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