On reduced-form intensity-based model with "trigger" events
Jia-Wen Gu, Wai-Ki Ching, Tak-Kuen Siu and Henry Zheng
| Year of publication: |
2014
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|---|---|
| Authors: | Gu, Jia-wen ; Ching, Wai Ki ; Siu, Tak Kuen ; Zheng, Henry |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0160-5682, ZDB-ID 716033-1. - Vol. 65.2014, 3, p. 331-339
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| Subject: | reduced-form models | "trigger" events | multiple defaults | Cox process | defaultable bonds | basket credit | Theorie | Theory | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Anleihe | Bond | Unternehmensanleihe | Corporate bond |
| Extent: | graph. Darst. |
|---|---|
| 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/10010251709