Term structure modelling of defaultable bonds (Q375366)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Term structure modelling of defaultable bonds |
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)
0 references
30 October 2013
0 references
default risk
0 references
Heath-Jarrow-Morton model
0 references
term structure of interest rates
0 references
default probabilities
0 references
recovery rates
0 references
credit spreads
0 references
defaultable forward rates
0 references
