A Markov Model for the Term Structure of Credit Risk Spreads
Year of publication: |
[1997]
|
---|---|
Authors: | Jarrow, Robert A. |
Other Persons: | Lando, David (contributor) ; Turnbull, Stuart M. (contributor) |
Publisher: |
[1997]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: REVIEW OF FINANCIAL STUDIES, Vol. 10, No. 2 Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
-
Hedging barrier options: Current methods and alternatives
Dupont, Dominique Y., (2001)
- More ...
-
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A., (1997)
-
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A., (1994)
-
A Markov Model for the Term Structure of Credit Risk Spreads
Jarrow, Robert A., (1998)
- More ...