Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (Q402981)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models |
scientific article |
Statements
Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (English)
0 references
29 August 2014
0 references
defaultable corporate bond
0 references
discrete coupon
0 references
tax
0 references
default intensity
0 references
default barrier
0 references
duration
0 references
0 references
0 references
