A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Luca Vincenzo Ballestra & Graziella Pacelli
| Year of publication: |
2009
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|---|---|
| Authors: | Ballestra, Luca Vincenzo ; Pacelli, Graziella |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 16.2009, 1/2, p. 17-36
|
| Subject: | Kreditrisiko | Credit risk | Anleihe | Bond | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003847142