Compound autoregressive processes and defaultable bond pricing
Alain Monfort and Jean-Paul Renne
| Year of publication: |
2014
|
|---|---|
| Authors: | Monfort, Alain ; Renne, Jean-Paul |
| Published in: |
Developments in macro-finance Yield curve modelling. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-1-107-04455-5. - 2014, p. 141-168
|
| Subject: | Kreditrisiko | Credit risk | Anleihe | Bond | Börsenkurs | Share price | Zinsstruktur | Yield curve | Theorie | Theory | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010254023