Compound autoregressive processes and defaultable bond pricing

Compound autoregressive processes and defaultable bond pricing

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Bibliographische Detailangaben
Veröffentlicht in:Developments in macro-finance Yield curve modelling
1. Verfasser: Monfort, Alain (VerfasserIn)
Weitere Verfasser: Renne, Jean-Paul (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2014
Schlagworte:
Kreditrisiko > Anleihe > Börsenkurs > Zinsstruktur > Theorie > Autokorrelation > Aufsatz im Buch
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