An extension of the Brody-Hughston-Macrina approach to modeling of defaultable bonds
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 |
-
Systematic risk and yield premiums in the bond market
Fu, Liang, (2015)
-
Sovereign bond spreads and credit sensitivity
Schefer, Ricardo, (2020)
-
An extended structural credit risk model
Realdon, Marco, (2007)
- More ...
-
AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS
RUTKOWSKI, MAREK, (2007)
-
Interactive price effects between the American & Chinese agricultural futures markets
Zheng, Shi, (2010)
-
Transport infrastructure, spatial clusters and regional economic growth in China
Yu, Nannan, (2012)
- More ...