On a corporate bond pricing model with credit rating migration risks and stochastic interest rate
Jin Liang, Hong-Ming Yin, Xinfu Chen, and Yuan Wu
| Year of publication: |
2017
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|---|---|
| Authors: | Liang, Jin ; Yin, Hong-Ming ; Chen, Xinfu ; Wu, Yuan |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 3, p. 300-319
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| Subject: | corporate bond-pricing model | credit-Rating migration | stochastic interest rate | firm asset value | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Theorie | Theory | Kreditwürdigkeit | Credit rating | Zins | Interest rate | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2017.3.300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137817