Closed-form solutions for pricing credit-risky bonds and bond options (Q632832)
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scientific article; zbMATH DE number 5870876
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| 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)
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28 March 2011
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survival measure
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credit spread
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credit-risky bond
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bond option
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Ho-Lee model
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0.7902180552482605
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0.7773187756538391
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0.7728709578514099
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0.7716690897941589
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0.7640218734741211
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