Bond Valuation and Default Risk Reexamined : A Post Reduced Form Model Based on Integer Migration and Portfolio Migration
Year of publication: |
[2021]
|
---|---|
Authors: | Barnard, Brian |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Internationale Migration | International migration |
Description of contents: | Abstract [papers.ssrn.com] |
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