Valuing Euro Rating-Triggered Step-Up Telecom Bonds
| Year of publication: |
2003-04-02
|
|---|---|
| Authors: | Houweling, Patrick ; Mentink, Albert ; Vorst, Ton |
| Institutions: | Tinbergen Institute |
| Subject: | step-up bonds | Jarrow-Lando-Turnbull model | rating-based reduced form model | transition probabilities |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 03-028/2 |
| Classification: | C13 - Estimation ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005209470