Bivariate semi-Markov reward chain and credit spreads

Guglielmo D'Amico and Raimondo Manca and Giovanni Salvi

Year of publication:	October 2016
Authors:	D'Amico, Guglielmo ; Manca, Raimondo ; Sassoferrato, Il
Published in:	IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 27.2016, 4, p. 529-556
Subject:	reward process \| bivariate semi-Markov chain \| credit spread \| Kreditrisiko \| Credit risk \| Markov-Kette \| Markov chain \| Zinsstruktur \| Yield curve \| Theorie \| Theory \| Unternehmensanleihe \| Corporate bond \| Risikoprämie \| Risk premium

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011739966

A service of the