Pricing corporate bonds with interest rates following double square-root process
Year of publication: |
September 2016
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Authors: | Lo, Chi-Fai ; Hui, Cho H. |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 3.2016, 3, p. 1-31
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Subject: | Corporate bond pricing model | stochastic interest rate | leverage ratio | Theorie | Theory | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Zins | Interest rate | Kapitalstruktur | Capital structure |
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