Dynamical analysis of corporate bonds based on the yield spread term-quality surface
| Year of publication: |
2005
|
|---|---|
| Authors: | Shouda, Tomoaki |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 12.2005, 4, p. 307-332
|
| Publisher: |
Springer |
| Subject: | Default risk | Hazard rate | Yield spread term-quality surface | Credit quality | Spread risk | Markov state variable | No-arbitrage |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005810977