Empirical evaluation of hybrid defaultable bond pricing models
S. Antes, M. Ilg, B. Schmid & R. Zagst
| Year of publication: |
2008
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|---|---|
| Authors: | Antes, S. ; Ilg, M. ; Schmid, Beat ; Zagst, Rudi |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 15.2008, 3/4, p. 219-249
|
| Subject: | Anleihe | Bond | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | CAPM | Insolvenz | Insolvency | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003751234