A Unified Framework for Default Modeling
Year of publication: |
[2022]
|
---|---|
Authors: | Stein, Harvey J. ; Cohen, Albert ; Costanzino, Nick |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Insolvenz | Insolvency |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2022 erstellt |
Classification: | C02 - Mathematical Methods ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Collateralized Debt Networks with Lender Default
Chang, Jin-Wook, (2020)
-
Credit Spreads with Dynamic Debt
Das, Sanjiv Ranjan, (2015)
-
The Bloomberg Corporate Default Risk Model (DRSK) for Public Firms
Bondioli, Mario, (2021)
- More ...
-
A general framework for incorporating stochastic recovery in structural models of credit risk
Cohen, Albert, (2017)
-
Bond and CDS pricing via the stochastic recovery Black-Cox Model
Cohen, Albert, (2017)
-
Bond and CDS pricing via the stochastic recovery Black-Cox Model
Cohen, Albert, (2017)
- More ...