The occurrence of some events can impact asset prices and produce losses. The amplitude of these los...
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...
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...
The occurrence of some events can impact asset prices and produce losses. The amplitude of these los...
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...
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...
The occurrence of some events can impact asset prices and produce losses. The amplitude of these los...
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...
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