Structural recovery of face value at default
Rajiv Guha, Alessandro Sbuelz, Andrea Tarelli
| Year of publication: |
2020
|
|---|---|
| Authors: | Guha, Rajiv ; Sbuelz, Alessandro ; Tarelli, Andrea |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 283.2020, 3 (16.6.), p. 1148-1171
|
| Subject: | Bond risk management | Duration | Finance | Recovery forms | Structural endogenous default risk | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Theorie | Theory | Anleihe | Bond | Insolvenz | Insolvency | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.11.057 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171774