Pricing the risks of default

MaRDI QIDQ5226697zbMATHFDO

Authors Dilip B. Madan, Haluk Unal

Publication date 1 August 2019

zbMATH Keywords

hazard ratedefault timingrecovery risk

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Statistical methods; risk measures (91G70)

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(5)

• Distressed debt prices and recovery rate estimation
• scientific article; zbMATH DE number 7088119 (Why is no real title available?)
• Pricing the risks of default
• Default Probabilities for Mortgages
• Default Risk, Asset Pricing, and Debt Control

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