Dynamical analysis of corporate bonds based on the yield spread term-quality surface
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Publication:2372255
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Cites work
- scientific article; zbMATH DE number 1396448 (Why is no real title available?)
- A YIELD‐FACTOR MODEL OF INTEREST RATES
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- Bond, futures and option evaluation in the quadratic interest rate model
- Credit risk: Modelling, valuation and hedging
- Hazard rate for credit risk and hedging defaultable contingent claims
- Term Structures of Credit Spreads with Incomplete Accounting Information
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