Valuing risky debt : a new model combining structural information with the reduced-form approach
Luca Vincenzo Ballestra; Graziella Pacelli
| Year of publication: |
2014
|
|---|---|
| Authors: | Ballestra, Luca Vincenzo ; Pacelli, Graziella |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 261-271
|
| Subject: | Default risk | Credit spread | Default intensity | Reduced-form model | Hybrid model | Structural model | Kreditrisiko | Credit risk | Theorie | Theory | Zinsstruktur | Yield curve | Insolvenz | Insolvency | 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/10010366168