Credit risk analysis with creditor's option to extend maturities
Year of publication: |
December 2016
|
---|---|
Authors: | Ikeda, Ryoichi ; Igarashi, Yoske |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 12.2016, 3/4, p. 275-304
|
Subject: | Structural model | Default | Bankruptcy cost | Maturity extension | Refinancing | Theorie | Theory | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Fälligkeit | Maturity | Refinanzierung |
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