Modeling the recovery rate in a reduced form model
Year of publication: |
2009
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Authors: | Guo, Xin ; Jarrow, Robert A. ; Zeng, Yan |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 19.2009, 1, p. 73-97
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Subject: | Insolvenz | Insolvency | Unternehmenserfolg | Firm performance | Zero-Bond | Zero-coupon bond | Kreditrisiko | Credit risk | Fremdkapital | Debt financing | CAPM | Theorie | Theory |
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