Pricing of defaultable bonds with log-normal spread: development of the model and an application to Argentinean and Brazilian bonds during the Argentine crisis (Q2490453)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of defaultable bonds with log-normal spread: development of the model and an application to Argentinean and Brazilian bonds during the Argentine crisis |
scientific article |
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Pricing of defaultable bonds with log-normal spread: development of the model and an application to Argentinean and Brazilian bonds during the Argentine crisis (English)
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2 May 2006
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credit risk
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defaultable bonds
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log-normal spread
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