Add to ORKGThis work develops some simple models to study risky corporate debt using first passage-time approac...
This work develops some simple models to study risky corporate debt using first passage-time approac...
The most extensively studied form of credit risk is the default risk which is the risk that an oblig...
Working paper depositato presso l’archivio elettronico Social Science Research Network, http://ssrn....
Working paper depositato presso l’archivio elettronico Social Science Research Network, http://ssrn....
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
Recently there has been some interest in the credit risk literature in models which involve stopping...
Working paper depositato presso l’archivio elettronico Social Science Research Network, http://ssrn....
In the literature, two principal approaches are widely used for credit risk modeling: structural mod...
We consider the problem of modelling the term structure of defaultable bonds, under minimal assumpti...
We consider the problem of modelling the term structure of defaultable bonds, under minimal assumpti...
This work develops some simple models to study risky corporate debt using first passage-time approac...
This work develops some simple models to study risky corporate debt using first passage-time approac...
The most extensively studied form of credit risk is the default risk which is the risk that an oblig...
Working paper depositato presso l’archivio elettronico Social Science Research Network, http://ssrn....
Working paper depositato presso l’archivio elettronico Social Science Research Network, http://ssrn....
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
In structural models of defaultable bond pricing default occurs at the first time a relevant proces...
Recently there has been some interest in the credit risk literature in models which involve stopping...
Working paper depositato presso l’archivio elettronico Social Science Research Network, http://ssrn....
In the literature, two principal approaches are widely used for credit risk modeling: structural mod...
We consider the problem of modelling the term structure of defaultable bonds, under minimal assumpti...
We consider the problem of modelling the term structure of defaultable bonds, under minimal assumpti...
This work develops some simple models to study risky corporate debt using first passage-time approac...
This work develops some simple models to study risky corporate debt using first passage-time approac...
The most extensively studied form of credit risk is the default risk which is the risk that an oblig...