A CB (Corporate Bond) Pricing Probabilities and Recovery Rates Model for Deriving Default Probabilities and Recovery Rates (Q5499672)
From MaRDI portal
scientific article; zbMATH DE number 6468275
Language | Label | Description | Also known as |
---|---|---|---|
English | A CB (Corporate Bond) Pricing Probabilities and Recovery Rates Model for Deriving Default Probabilities and Recovery Rates |
scientific article; zbMATH DE number 6468275 |
Statements
A CB (Corporate Bond) Pricing Probabilities and Recovery Rates Model for Deriving Default Probabilities and Recovery Rates (English)
0 references
30 July 2015
0 references
business portfolio
0 references
corporate bond model
0 references
credit default swap
0 references
credit risk management
0 references
government bond model
0 references
recovery rate
0 references
term structure of default probabilities
0 references