Hedging bonds subject to credit risk
Year of publication: |
1998
|
---|---|
Authors: | Skinner, Frank S. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 22.1998, 3, p. 321-345
|
Subject: | Kreditrisiko | Credit risk | Zinsrisiko | Interest rate risk | Hedging | Anleihe | Bond | Theorie | Theory | USA | United States | 1985-1994 |
-
Essays on credit risk, interest rate risk and macroeconomic risk
Hou, Yuanfeng, (2003)
-
Strategien bei der Anlage in ausländischen festverzinslichen Wertpapieren
Haier, Jörg, (1995)
-
An exit-probability-based approach for the valuation of defaultable securities
Caramellino, Lucia, (2002)
- More ...
-
Dufour, Alfonso, (2020)
-
Bali, Geetanjali, (2006)
-
An evaluation of contingent immunization
Díaz Pérez, Antonio, (2009)
- More ...