An exact formula for pricing defaultable bonds
Tarek Chebbi and Slaheddine Hellara
| Year of publication: |
2013
|
|---|---|
| Authors: | Chebbi, Tarek ; Hellara, Slaheddine |
| Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 10.2013, 1, p. 50-66
|
| Subject: | Anleihe | Bond | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk |
| 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/10010209225