PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE

DOI10.1142/S0219024905003050MaRDI QIDQ3023919zbMATH OpenOpenAlexFDO

Authors Tien Foo Sing, Seow Eng Ong, Gang-Zhi Fan, Kian Guan Lim

Publication date 6 July 2005

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219024905003050

zbMATH Keywords

structural modelintensity model

Mathematics Subject Classification ID

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(4)

• Tax liens: a novel application of asset pricing theory
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• scientific article; zbMATH DE number 2151387 (Why is no real title available?)
• Risk and predictability of Singapore's private residential market

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