The valuation of default risk in corporate bonds and interest rate swaps
Soren S. Nielsen and Ehud I. Ronn
| Year of publication: |
1997
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|---|---|
| Authors: | Nielsen, Soren S. |
| Other Persons: | Ronn, Ehud I. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 9.1997, p. 175-196
|
| Subject: | Optionspreistheorie | Option pricing theory | CAPM | Unternehmensanleihe | Corporate bond | Zinsderivat | Interest rate derivative | Risiko | Risk | Theorie | Theory | Schätzung | Estimation | USA | United States | 1993-1994 |
| 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/10001226756