A valuation model of credit-rating linked coupon bond bases on a structural model
Year of publication: |
2006
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Authors: | Yahagi, K. ; Miyazaki, K. |
Published in: |
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]. - Southampton [u.a.] : WIT Press, ISBN 1-84564-174-4. - 2006, p. 247-256
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Subject: | Anleihe | Bond | Kreditwürdigkeit | Credit rating | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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