Modeling term structures of defaultable bonds
Darrell Duffie; Kenneth J. Singleton
| Year of publication: |
1999
|
|---|---|
| Authors: | Duffie, Darrell ; Singleton, Kenneth J. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 12.1999, 4, p. 687-720
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Staatspapier | Government securities | Unternehmensanleihe | Corporate bond | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of financial studies $ Special |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001421853