A comprehensive structural model for defaultable fixed-income bonds
Year of publication: |
2011
|
---|---|
Authors: | Agliardi, Rossella |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2011, 5, p. 749-762
|
Publisher: |
Taylor & Francis Journals |
Subject: | Asset pricing | Coupon bonds | Credit risk | Debt valuation | Default risk | Structural models |
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