Modeling credit spreads with the Cheyette model and its application to credit default swaptions
Kalina Natcheva-Acar; Sarp Kaya Acar; Martin Krekel
| Year of publication: |
2009
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|---|---|
| Authors: | Natcheva-Acar, Kalina ; Acar, Sarp Kaya ; Krekel, Martin |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 5.2009/10, 1, p. 47-71
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| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond |
| 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/10009518037