Pricing corporate bonds with both expected and unexpected defaults (Q3611227)
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scientific article; zbMATH DE number 5525822
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing corporate bonds with both expected and unexpected defaults |
scientific article; zbMATH DE number 5525822 |
Statements
6 March 2009
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corporate bond
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hazard rate
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credit spread
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partial differential equation
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0.7861730456352234
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0.7771899104118347
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0.777061402797699
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0.7760111093521118
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0.7693358659744263
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