Reducted-form versus structural models of credit risk: a case study of three models

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	The credit market handbook
1. Verfasser:	Arora, Navneet (VerfasserIn)
Weitere Verfasser:	Bohn, Jeffrey R. (VerfasserIn), Zhu, Fanlin (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2006
Schlagworte:
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Predictions of default probabilities in structural models of debt	2006	Leland, Hayne E.
Reducted-form versus structural models of credit risk: a case study of three models	2006	Arora, Navneet
Implications of correlated default for portfolio allocation to corporate bonds	2006	Wise, Mark B.
Estimating default probabilities implicit in equity prices	2006	Janosi, Tibor
Non-parametric analysis of rating transition and default data	2006	Fledelius, Peter
Valuing high-yield bonds: a business modelling approach	2006	Ho, Thomas S. Y.
Survey of the recent literature: recovery risk	2006	Das, Sanjiv R.
Structural versus reducted-form models: a new information-based perspective	2006	Jarrow, Robert A.
Correlated default processes: a criterion-based copula approach	2006	Das, Sanjiv R.