Options-based structural model estimation of bond recovery rates
Robert R. CangemiJoseph R. Mason; Michael S. Pagano
| Year of publication: |
2012
|
|---|---|
| Authors: | Cangemi, Robert R. ; Mason, Joseph R. ; Pagano, Michael S. |
| Published in: |
Journal of financial intermediation. - Amsterdam [u.a.] : Elsevier, ISSN 1042-9573, ZDB-ID 1053781-8. - Vol. 21.2012, 3, p. 473-506
|
| Subject: | Schätzung | Estimation | Anleihe | Bond | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009631243