Pages that link to "Item:Q3395728"

The following pages link to A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (Q3395728):

Displayed 2 items.

• Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) ‎ (← links)
• Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) ‎ (← links)