On the calibration of structural credit spread models
Year of publication: |
2009
|
---|---|
Authors: | Qi, Howard ; Liu, Sheen ; Wu, Chunchi |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 5.2009, 2, p. 189-208
|
Subject: | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Kapitalstruktur | Capital structure | Modellierung | Scientific modelling | Schätzung | Estimation | Welt | World | 1973-1993 |
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