Closed-form solutions for pricing credit-risky bonds and bond options (Q632832)
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 5870876
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Closed-form solutions for pricing credit-risky bonds and bond options |
scientific article; zbMATH DE number 5870876 |
Statements
Closed-form solutions for pricing credit-risky bonds and bond options (English)
0 references
28 March 2011
0 references
survival measure
0 references
credit spread
0 references
credit-risky bond
0 references
bond option
0 references
Ho-Lee model
0 references
0.7902180552482605
0 references
0.7773187756538391
0 references
0.7728709578514099
0 references
0.7716690897941589
0 references
0.7640218734741211
0 references
