Credit spreads with jump risks and stationary leverage ratio
Year of publication: |
2010
|
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Authors: | Kim, Hwa-sung |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 39.2010, 1, p. 53-69
|
Subject: | Credit spreads | Default | Jump risk | Stationary leverage ratio | Structural model | Kapitalstruktur | Capital structure | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium | Kreditwürdigkeit | Credit rating | Unternehmensanleihe | Corporate bond | Optionspreistheorie | Option pricing theory |
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