A Markov model for the term structure of credit risk spreads
by Robert A. Jarrow ; David Lando ; Stuart M. Turnbull
| Year of publication: |
1994
|
|---|---|
| Authors: | Jarrow, Robert A. ; Lando, David ; Turnbull, Stuart M. |
| Publisher: |
[S.l.] |
| Subject: | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory |
| Extent: | 39 Bl. : graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000904137