scientific article; zbMATH DE number 7088130

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Publication:5226711

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zbMath1418.91524MaRDI QIDQ5226711

Francis A. Longstaff, Eric Neis, Sanjay Mithal

Publication date: 1 August 2019

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Related Items (7)

Dynamic risk exposures in hedge funds ⋮ Demystifying yield spread on corporate bonds trades in India ⋮ Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model ⋮ Hedging Market and Credit Risk in Corporate Bond Portfolios ⋮ Dynamic credit default swap curves in a network topology ⋮ A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets ⋮ CDS trading and bond interest rates

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