The pricing of credit derivatives and estimation of default probability
Hanghang Zhou, Dianli Zhao (College of Science, University of Shanghai for Science and Technology, Shanghai, China)
| Year of publication: |
August 2015
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|---|---|
| Authors: | Zhou, Hanghang ; Zhao, Dianli |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 3, p. 243-248
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| Subject: | Default Intensity | Bond Pricing | Maximum Likelihood Estimation | Default Probability | Kreditrisiko | Credit risk | Derivat | Derivative | Wahrscheinlichkeitsrechnung | Probability theory | Kreditderivat | Credit derivative | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Insolvenz | Insolvency | Anleihe | Bond | Schätztheorie | Estimation theory | Schätzung | Estimation | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2015.53022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011438503