A multifactor model of credit spreads
Year of publication: |
2010
|
---|---|
Authors: | Bhar, Ramaprasad ; Handzic, Nedim |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 18.2011, 1, p. 105-127
|
Subject: | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Theorie | Theory | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond |
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