PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE
Year of publication: |
2005
|
---|---|
Authors: | SING, TIEN FOO ; ONG, SEOW ENG ; FAN, GANG-ZHI ; LIM, KIAN GUAN |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 08.2005, 03, p. 321-338
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Asset-backed securitization | credit risk | structural model | intensity model |
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