Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
Year of publication: |
2007-10
|
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Authors: | Campi, Luciano ; Cetin, Umut |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Bessel bridge | Insider trading | Equilibrium | Reduced-form models | Structural models | Default |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Finance and Stochastics, 2007, Vol. 11, no. 4. pp. 591-602.Length: 11 pages |
Classification: | G12 - Asset Pricing ; D82 - Asymmetric and Private Information |
Source: |
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Campi, Luciano, (2007)
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Campi, Luciano, (2007)
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Corporate yield spreads and real interest rates
Batten, Jonathan A., (2014)
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Equilibrium model with default and insider's dynamic information
Campi, Luciano, (2013)
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Campi, Luciano, (2007)
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Equilibrium model with default and insider's dynamic information
Campi, Luciano, (2011)
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