A structural balance sheet model of sovereign credit risk
Year of publication: |
2011
|
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Authors: | François, Pascal ; Hübner, Georges ; Sibille, Jean-Roch |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 32.2011, 2, p. 137-165
|
Subject: | Öffentliche Schulden | Public debt | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling | Brasilien | Brazil |
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