Estimation of a Cox process for credit spreads with semi-stochastic intensity
Angelo Corelli
| Year of publication: |
2010
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|---|---|
| Authors: | Corelli, Angelo |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 11.2010, 5, p. 515-519
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| Subject: | Unternehmensanleihe | Corporate bond | Derivat | Derivative | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | USA | United States |
| 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/10008778685