Pricing of defaultable bonds with log-normal spread : development of the model and an application to Argentinean and Brazilian Bonds during the Argentine crisis
Mariano Cané de Estrada, Elsa Cortina, Constantino Ferro Fontán, Javier Di Fiori
| Year of publication: |
2005
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|---|---|
| Authors: | Cané de Estrada, Mariano ; Cortina, Elsa ; Ferro Fontán, Constantino ; Fiori, Javier di |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 8.2005, 1, p. 49-60
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| Subject: | CAPM | Anleihe | Bond | Kreditrisiko | Credit risk | Öffentliche Anleihe | Public bond | Argentinien | Argentina | Brasilien | Brazil |
| 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/10002976023