A pricing model for secondary market yield based floating rate notes subject to default risk. (Q5952433)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1688947
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A pricing model for secondary market yield based floating rate notes subject to default risk. |
scientific article; zbMATH DE number 1688947 |
Statements
A pricing model for secondary market yield based floating rate notes subject to default risk. (English)
0 references
2001
0 references
Pricing
0 references
Uncertainty modelling
0 references
Secondary market yield based floating rate note
0 references
Default risk
0 references
Incomplete market
0 references
0.719214677810669
0 references
0.6751270890235901
0 references
0.67436283826828
0 references
0.6738095879554749
0 references
0.6706728935241699
0 references
