An extension of the Brody-Hughston-Macrina approach to modeling of defaultable bonds
Marek Rutkowski and Nannan Yu
| Year of publication: |
2007
|
|---|---|
| Authors: | Rutkowski, Marek ; Yu, Nannan |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 3, p. 557-589
|
| Subject: | Anleihe | Bond | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Theorie | 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/10003463472