Default risk and interest rate risk : the term structure of default spreads
Lars T. Nielsen, Jesús Saá-Requejo and Pedro Santa-Clara
Year of publication: |
1993 ; Rev. version
|
---|---|
Authors: | Nielsen, Lars T. ; Saá-Requejo, Jesús ; Santa-Clara, Pedro |
Publisher: |
Fontainebleau : European Institute of Business Administration |
Saved in:
Saved in favorites
Similar items by person
-
Default risk and interest rate risk : the term structure of default spreads
Nielsen, Lars T., (1993)
-
A structural model of default risk
Hsu, Jason C., (2009)
-
A STRUCTURAL MODEL OF DEFAULT RISK
Hsu, Jason C, (2010)
- More ...