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Valuation of residential mortgage-backed securities with proportional hazard model : cumulant expansion approach to pricing RMBS
Ozeki, Takaaki; Umezawa, Yuji; Yamazaki, Akira; … - In: The journal of fixed income 18 (2008/09) 4, pp. 62-77
Persistent link: https://www.econbiz.de/10003848043
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Pricing convertible bonds with default risk
Takahashi, Akihiko; Kobayashi, Takao; Nakagawa, Naruhisa - In: The journal of fixed income 11 (2001) 3, pp. 20-29
Persistent link: https://www.econbiz.de/10001706057
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VALUATION OF RESIDENTIAL MORTGAGE-BACKED SECURITIES WITH PROPORTIONAL HAZARD MODEL: Cumulant Expansion Approach to Pricing RMBS
Ozeki, Takaaki; Umezawa, Yuji; Yamazaki, Akira; … - In: The journal of fixed income 18 (2009) 4, pp. 62-77
Persistent link: https://www.econbiz.de/10008243062
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PRICING CONVERTIBLE BONDS WITH DEFAULT RISK
Takahashi, Akihiko; Kobayashi, Takao; Nakagawa, Naruhisa - In: The journal of fixed income 11 (2001) 3, pp. 20-29
Persistent link: https://www.econbiz.de/10007169336