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~accessRights:"free"
~person:"Wu, Yuan"
~subject:"Bond Pricing"
~subject:"Zinsstruktur"
~subject:"credit-Rating migration"
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Bond Pricing
Zinsstruktur
credit-Rating migration
corporate bond-pricing model
3
stochastic interest rate
3
Corporate bond
2
Credit rating
2
Credit risk
2
Interest rate
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Kreditrisiko
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Kreditwürdigkeit
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Theorie
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Theory
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Unternehmensanleihe
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Yield curve
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Zins
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jump volatility
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multi credit rating migration
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Portfolio selection
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Portfolio-Management
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Rating agency
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Ratingagentur
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Wu, Yuan
Hui, Cho H.
3
Liang, Jin
2
Lo, Chi-Fai
2
Yin, Hong-Ming
2
Yu, Jun
2
Ballensiefen, Benedikt
1
Chau, Po-Hon
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Chau, Po-hon
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Chen, Xinfu
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Crean, John F.
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Güntner, Jochen
1
Hyndman, Cody
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Karner, Benjamin
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Kratsios, Anastasis
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Lo, Chi-fai
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Marzo, Massimiliano
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Phillips, Peter C. B.
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Phillips, Peter C.B.
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Ranaldo, Angelo
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Romagnoli, Silvia
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Sengupta, Rajeswari
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Journal of risk and financial management : JRFM
1
Quantitative finance and economics
1
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ECONIS (ZBW)
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On a new corporate
bond
pricing
model with potential credit rating change and stochastic interest rate
Yin, Hong-Ming
;
Liang, Jin
;
Wu, Yuan
- In:
Journal of risk and financial management : JRFM
11
(
2018
)
4
,
pp. 1-12
In this paper, we consider a new corporate
bond-pricing
model with credit-rating migration risks and a stochastic …
Persistent link: https://www.econbiz.de/10011960410
Saved in:
2
On a corporate
bond
pricing
model with credit rating migration risks and stochastic interest rate
Liang, Jin
;
Yin, Hong-Ming
;
Chen, Xinfu
;
Wu, Yuan
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 300-319
Persistent link: https://www.econbiz.de/10012137817
Saved in:
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