PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE

DOI10.1142/S0219024905003050zbMATH Open1113.91027OpenAlexW2016376681MaRDI QIDQ3023919FDOQ3023919

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

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zbMATH Keywords

structural modelintensity model

Mathematics Subject Classification ID

Cites Work

• The pricing of options and corporate liabilities
• A theory of the term structure of interest rates
• An equilibrium characterization of the term structure
• Computation of the asymptotic null distribution of goodness-of-fit tests for multi-state models
• Title not available (Why is that?)

Cited In (4)

• Securitization of assets and risk transfer in a large emerging market: Evidence from Brazil
• Title not available (Why is that?)
• Risk and predictability of Singapore's private residential market
• Tax liens: a novel application of asset pricing theory

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